+248.5%
GLDM vs DTE
+103.0%
+145.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +4.4% | -2.6% | +7.0% | +4.6% |
| 3M | -1.1% | -3.9% | +2.8% | -0.8% |
| 6M | -13.7% | -7.9% | -5.8% | -13.1% |
| YTD | +2.8% | +7.2% | -4.4% | +2.0% |
| 1Y | +24.8% | +3.1% | +21.8% | +24.4% |
| 3Y | +127.8% | +47.6% | +80.2% | +120.1% |
| 5Y | +141.1% | +32.7% | +108.4% | +134.7% |
| All | +248.5% | +103.0% | +145.5% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling