+83.5%
AG vs GLDM
+204.4%
-120.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.7% |
| 7D | -10.0% | -4.6% | -5.3% | +0.6% |
| 30D | -10.5% | -5.5% | -5.0% | +2.5% |
| 3M | -27.3% | -10.9% | -16.4% | -3.8% |
| 6M | -43.0% | -17.3% | -25.6% | -7.8% |
| YTD | -17.9% | -10.2% | -7.8% | +8.6% |
| 1Y | +11.9% | -6.9% | +18.9% | +36.0% |
| 3Y | +201.8% | +98.7% | +103.2% | -48.1% |
| 5Y | -0.1% | +106.7% | -106.8% | -83.5% |
| All | +83.5% | +204.4% | -120.9% | -90.1% |
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