+145.9%
GLDM vs DVA
+40.3%
+105.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -0.5% | +1.8% | -2.4% | -0.6% |
| 30D | +4.4% | -2.5% | +6.9% | +4.5% |
| 3M | -1.1% | -4.3% | +3.2% | -1.3% |
| 6M | -13.7% | +18.9% | -32.5% | -14.6% |
| YTD | +2.8% | +61.9% | -59.2% | +0.4% |
| 1Y | +24.8% | +35.7% | -10.9% | +22.4% |
| 3Y | +127.8% | +78.6% | +49.2% | +121.3% |
| All | +145.9% | +40.3% | +105.6% | +131.1% |
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