+156.2%
ALL vs GLDM
+126.2%
+30.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.8% |
| 7D | +4.2% | +1.9% | +2.3% | +4.3% |
| 30D | +18.9% | -1.7% | +20.6% | +18.8% |
| 3M | +1.2% | -3.5% | +4.8% | +1.0% |
| 6M | +23.2% | -10.1% | +33.3% | +22.7% |
| YTD | +30.0% | -5.0% | +35.1% | +29.1% |
| 1Y | +39.6% | +2.8% | +36.8% | +38.6% |
| 3Y | +115.2% | +105.1% | +10.1% | +113.8% |
| 5Y | +156.2% | +124.3% | +32.0% | +143.6% |
| All | +156.2% | +126.2% | +30.1% | +143.6% |
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