-8.9%
AA vs GLDM
+219.1%
-228.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.5% |
| 7D | +0.9% | +4.7% | -3.8% | -2.2% |
| 30D | -6.7% | -0.9% | -5.8% | -6.1% |
| 3M | -16.3% | -4.3% | -12.0% | -14.0% |
| 6M | -37.1% | -13.4% | -23.7% | -30.8% |
| YTD | -25.0% | -5.8% | -19.2% | -22.3% |
| 1Y | +8.6% | +2.1% | +6.5% | +7.2% |
| 3Y | +57.2% | +105.0% | -47.8% | -1.6% |
| 5Y | -13.0% | +122.5% | -135.5% | -48.8% |
| All | -8.9% | +219.1% | -228.0% | -54.3% |
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