+4.9%
AA vs GLDM
-8.0%
+12.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +0.5% | -4.6% | +5.1% | +4.5% |
| 30D | -0.6% | -5.5% | +4.9% | +4.0% |
| 3M | -19.7% | -10.9% | -8.8% | -12.2% |
| 6M | -41.6% | -17.3% | -24.2% | -32.2% |
| YTD | -24.6% | -10.2% | -14.5% | -25.8% |
| 1Y | +4.9% | -6.9% | +11.8% | -8.2% |
| All | +4.9% | -8.0% | +12.9% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling