+145.0%
ALL vs GLDM
+121.8%
+23.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.5% |
| 7D | -1.9% | +4.7% | -6.6% | -1.6% |
| 30D | +13.8% | -0.9% | +14.6% | +13.7% |
| 3M | -7.0% | -4.3% | -2.7% | -7.3% |
| 6M | +18.0% | -13.4% | +31.4% | +17.3% |
| YTD | +24.2% | -5.8% | +30.0% | +23.3% |
| 1Y | +31.2% | +2.1% | +29.1% | +30.2% |
| 3Y | +107.5% | +105.0% | +2.5% | +106.0% |
| All | +145.0% | +121.8% | +23.3% | +132.3% |
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