+103.8%
AG vs GLDM
+219.1%
-115.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +3.7% |
| 7D | +6.3% | +4.7% | +1.7% | -4.3% |
| 30D | -8.9% | -0.9% | -8.1% | -6.5% |
| 3M | -12.2% | -4.3% | -7.9% | -1.5% |
| 6M | -28.3% | -13.4% | -14.9% | +4.0% |
| YTD | -8.8% | -5.8% | -3.0% | +8.0% |
| 1Y | +39.4% | +2.1% | +37.3% | +35.8% |
| 3Y | +229.4% | +105.0% | +124.4% | -47.2% |
| 5Y | +14.5% | +122.5% | -108.0% | -84.3% |
| All | +103.8% | +219.1% | -115.3% | -90.2% |
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 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