+16.5%
AGG vs GLDM
+225.0%
-208.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.2% |
| 7D | +0.4% | +5.0% | -4.5% | -0.1% |
| 30D | +2.1% | -1.3% | +3.4% | +2.2% |
| 3M | -0.3% | -4.7% | +4.4% | +0.1% |
| 6M | -0.9% | -12.4% | +11.5% | +0.3% |
| YTD | -0.3% | -4.1% | +3.7% | -0.6% |
| 1Y | 0.0% | +3.3% | -3.3% | -1.3% |
| 3Y | +15.3% | +110.9% | -95.7% | +1.3% |
| 5Y | -1.4% | +124.8% | -126.2% | -14.5% |
| All | +16.5% | +225.0% | -208.5% | -4.5% |
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 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