+16.5%
AGG vs GLDM
+242.2%
-225.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | -0.4% | +0.3% | -0.7% | -0.4% |
| 3M | -0.3% | +0.7% | -1.0% | -0.4% |
| 6M | -1.2% | -15.4% | +14.2% | +0.4% |
| YTD | -0.4% | +1.0% | -1.4% | -1.2% |
| 1Y | +0.4% | +19.7% | -19.4% | -2.8% |
| 3Y | +13.4% | +126.5% | -113.1% | -1.2% |
| 5Y | -1.4% | +142.5% | -143.9% | -15.2% |
| All | +16.5% | +242.2% | -225.7% | -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