-15.5%
AA vs GLDM
+126.2%
-141.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.2% | -6.0% |
| 7D | -3.7% | +1.9% | -5.6% | -5.2% |
| 30D | -10.8% | -1.7% | -9.1% | -9.5% |
| 3M | -19.1% | -3.5% | -15.5% | -16.9% |
| 6M | -38.7% | -10.1% | -28.6% | -33.3% |
| YTD | -27.1% | -5.0% | -22.1% | -25.5% |
| 1Y | +8.3% | +2.8% | +5.6% | +3.7% |
| 3Y | +49.6% | +105.1% | -55.6% | -30.6% |
| 5Y | -15.5% | +124.3% | -139.8% | -65.9% |
| All | -15.5% | +126.2% | -141.7% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling