+107.0%
GLDM vs DVA
+64.3%
+42.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -4.6% | -8.8% | +4.2% | -4.4% |
| 30D | -5.5% | -3.4% | -2.1% | -5.4% |
| 3M | -10.9% | -2.6% | -8.3% | -10.8% |
| 6M | -17.3% | -11.9% | -5.4% | -17.3% |
| YTD | -10.2% | +53.6% | -63.8% | -12.1% |
| 1Y | -6.9% | +41.9% | -48.8% | -8.8% |
| 3Y | +98.7% | +97.5% | +1.1% | +92.4% |
| All | +107.0% | +64.3% | +42.6% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling