+15.3%
AGG vs GLDM
+104.2%
-88.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.2% | +4.7% | -4.5% | 0.0% |
| 30D | +2.4% | -0.9% | +3.2% | +2.4% |
| 3M | -0.2% | -4.3% | +4.1% | 0.0% |
| 6M | -1.0% | -13.4% | +12.4% | -0.3% |
| YTD | -0.4% | -5.8% | +5.4% | -0.5% |
| 1Y | -0.1% | +2.1% | -2.1% | -0.7% |
| 3Y | +15.3% | +105.0% | -89.8% | +3.0% |
| All | +15.3% | +104.2% | -88.9% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling