+106.7%
GLDM vs DTE
+45.9%
+60.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | -5.5% | +3.2% | -8.7% | -6.0% |
| 30D | -7.0% | +8.5% | -15.5% | -8.2% |
| 3M | -12.3% | +1.3% | -13.6% | -12.5% |
| 6M | -17.9% | -0.7% | -17.2% | -18.0% |
| YTD | -10.3% | +10.6% | -20.9% | -12.1% |
| 1Y | -7.8% | +2.6% | -10.4% | -8.5% |
| 3Y | +99.5% | +56.5% | +43.0% | +84.6% |
| All | +106.7% | +45.9% | +60.8% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling