+11.1%
AG vs GLDM
+121.8%
-110.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +3.5% |
| 7D | +6.3% | +4.7% | +1.7% | -3.4% |
| 30D | -8.9% | -0.9% | -8.1% | -6.6% |
| 3M | -12.2% | -4.3% | -7.9% | -2.2% |
| 6M | -28.3% | -13.4% | -14.9% | +1.2% |
| YTD | -8.8% | -5.8% | -3.0% | +8.1% |
| 1Y | +39.4% | +2.1% | +37.3% | +38.3% |
| 3Y | +229.4% | +105.0% | +124.4% | -39.9% |
| All | +11.1% | +121.8% | -110.6% | -83.7% |
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