+219.4%
GLDM vs DVA
+168.0%
+51.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | +4.7% | +2.1% | +2.6% | +4.6% |
| 30D | -0.9% | +8.2% | -9.1% | -1.0% |
| 3M | -4.3% | +5.9% | -10.2% | -4.4% |
| 6M | -13.4% | -1.3% | -12.1% | -13.6% |
| YTD | -5.8% | +68.4% | -74.2% | -7.2% |
| 1Y | +2.1% | +57.5% | -55.4% | +0.6% |
| 3Y | +105.0% | +142.3% | -37.3% | +100.8% |
| 5Y | +122.5% | +75.0% | +47.5% | +117.9% |
| All | +219.4% | +168.0% | +51.4% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling