-14.8%
AA vs GLDM
+121.8%
-136.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.6% |
| 7D | +0.9% | +4.7% | -3.8% | -2.9% |
| 30D | -6.7% | -0.9% | -5.8% | -6.1% |
| 3M | -16.3% | -4.3% | -12.0% | -13.6% |
| 6M | -37.1% | -13.4% | -23.7% | -29.4% |
| YTD | -25.0% | -5.8% | -19.2% | -22.9% |
| 1Y | +8.6% | +2.1% | +6.5% | +4.5% |
| 3Y | +57.2% | +105.0% | -47.8% | -27.1% |
| All | -14.8% | +121.8% | -136.6% | -65.4% |
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