+40.5%
ALL vs GLDM
+2.8%
+37.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +3.5% |
| 7D | +7.5% | -0.3% | +7.8% | +7.4% |
| 30D | +19.7% | -1.9% | +21.6% | +19.3% |
| 3M | +2.9% | -0.4% | +3.3% | +3.0% |
| 6M | +23.5% | -10.1% | +33.6% | +22.1% |
| YTD | +31.1% | -5.8% | +37.0% | +25.1% |
| 1Y | +40.5% | +3.1% | +37.4% | +32.4% |
| All | +40.5% | +2.8% | +37.7% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling