-1.1%
AGG vs GLDM
+121.8%
-122.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.2% | +4.7% | -4.5% | -0.2% |
| 30D | +2.4% | -0.9% | +3.2% | +2.4% |
| 3M | -0.2% | -4.3% | +4.1% | +0.2% |
| 6M | -1.0% | -13.4% | +12.4% | +0.3% |
| YTD | -0.4% | -5.8% | +5.4% | -0.7% |
| 1Y | -0.1% | +2.1% | -2.1% | -1.6% |
| 3Y | +15.3% | +105.0% | -89.8% | -2.2% |
| All | -1.1% | +121.8% | -122.9% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling