+15.1%
AGG vs GLDM
+204.4%
-189.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.1% |
| 7D | -1.5% | -4.6% | +3.1% | -1.0% |
| 30D | +0.6% | -5.5% | +6.1% | +1.2% |
| 3M | -1.6% | -10.9% | +9.2% | -0.5% |
| 6M | -1.6% | -17.3% | +15.7% | +0.2% |
| YTD | -1.5% | -10.2% | +8.6% | -1.2% |
| 1Y | -1.1% | -6.9% | +5.8% | -1.2% |
| 3Y | +13.6% | +98.7% | -85.0% | +0.4% |
| 5Y | -1.7% | +106.7% | -108.4% | -14.0% |
| All | +15.1% | +204.4% | -189.3% | -5.0% |
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