+249.2%
ALL vs GLDM
+221.7%
+27.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 6M | +23.2% | -10.1% | +33.3% | +22.9% |
| YTD | +30.0% | -5.0% | +35.1% | +29.4% |
| 1Y | +39.6% | +2.8% | +36.8% | +38.8% |
| 3Y | +115.2% | +105.1% | +10.1% | +111.6% |
| 5Y | +156.2% | +124.3% | +32.0% | +149.1% |
| All | +249.2% | +221.7% | +27.6% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling