+100.1%
AG vs GLDM
+221.7%
-121.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -5.2% |
| 7D | -2.9% | +1.9% | -4.8% | -6.8% |
| 30D | -15.1% | -1.7% | -13.4% | -11.0% |
| 3M | -15.4% | -3.5% | -11.8% | -6.8% |
| 6M | -21.9% | -10.1% | -11.8% | +4.2% |
| YTD | -10.4% | -5.0% | -5.4% | +4.2% |
| 1Y | +39.8% | +2.8% | +37.0% | +34.2% |
| 3Y | +209.5% | +105.1% | +104.4% | -50.2% |
| 5Y | +12.5% | +124.3% | -111.8% | -84.8% |
| All | +100.1% | +221.7% | -121.5% | -90.5% |
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