+67.2%
AG vs GLDM
+143.3%
-76.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -0.1% |
| 7D | +1.0% | -0.5% | +1.5% | +2.2% |
| 30D | +19.2% | +4.4% | +14.8% | +9.3% |
| 3M | +6.2% | -1.1% | +7.2% | +11.1% |
| 6M | -26.7% | -13.7% | -13.0% | +4.3% |
| YTD | +26.1% | +2.8% | +23.4% | +23.1% |
| 1Y | +131.7% | +24.8% | +106.8% | +46.5% |
| 3Y | +255.3% | +127.8% | +127.5% | -48.6% |
| All | +67.2% | +143.3% | -76.1% | -79.6% |
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 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