-2.1%
GLDM vs DVA
+47.6%
-49.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.7% | -2.5% |
| 7D | +2.9% | -1.6% | +4.4% | +2.9% |
| 30D | -3.9% | 0.0% | -3.9% | -3.9% |
| 3M | -8.1% | -2.4% | -5.7% | -8.1% |
| 6M | -14.7% | -9.8% | -4.9% | -15.3% |
| YTD | -6.6% | +57.8% | -64.4% | -14.1% |
| 1Y | -2.1% | +49.2% | -51.2% | -9.3% |
| All | -2.1% | +47.6% | -49.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling