+2.1%
GLDM vs DVA
+58.2%
-56.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +4.7% | +2.1% | +2.6% | +4.5% |
| 30D | -0.9% | +8.2% | -9.1% | -1.1% |
| 3M | -4.3% | +5.9% | -10.2% | -4.6% |
| 6M | -13.4% | -1.3% | -12.1% | -14.4% |
| YTD | -5.8% | +68.4% | -74.2% | -13.3% |
| 1Y | +2.1% | +57.5% | -55.4% | -5.9% |
| All | +2.1% | +58.2% | -56.1% | -5.9% |
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