-7.9%
AA vs GLDM
+216.5%
-224.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -2.6% |
| 7D | +1.2% | +2.9% | -1.6% | -0.7% |
| 30D | -5.0% | -3.9% | -1.1% | -2.3% |
| 3M | -22.2% | -8.1% | -14.1% | -17.7% |
| 6M | -36.3% | -14.7% | -21.6% | -29.2% |
| YTD | -24.2% | -6.6% | -17.6% | -20.9% |
| 1Y | +3.9% | -2.1% | +5.9% | +5.3% |
| 3Y | +67.6% | +107.7% | -40.1% | +4.3% |
| 5Y | -8.8% | +116.5% | -125.3% | -45.6% |
| All | -7.9% | +216.5% | -224.4% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling