+14.8%
AA vs GLDM
+248.1%
-233.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.4% |
| 30D | +5.0% | +4.4% | +0.6% | +1.9% |
| 3M | -35.8% | -1.1% | -34.8% | -35.3% |
| 6M | -18.4% | -13.7% | -4.7% | -10.2% |
| YTD | -5.5% | +2.8% | -8.2% | -7.5% |
| 1Y | +61.0% | +24.8% | +36.1% | +40.2% |
| 3Y | +66.2% | +127.8% | -61.6% | -3.0% |
| 5Y | +11.4% | +141.1% | -129.8% | -38.0% |
| All | +14.8% | +248.1% | -233.3% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling