+239.9%
ALL vs GLDM
+248.1%
-8.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.4% |
| 7D | 0.0% | -0.5% | +0.6% | 0.0% |
| 30D | -1.5% | +4.4% | -5.9% | -1.3% |
| 3M | +23.6% | -1.1% | +24.7% | +23.8% |
| 6M | +22.3% | -13.7% | +36.0% | +22.5% |
| YTD | +26.5% | +2.8% | +23.8% | +26.3% |
| 1Y | +27.0% | +24.8% | +2.2% | +26.3% |
| 3Y | +149.6% | +127.8% | +21.8% | +145.9% |
| 5Y | +118.1% | +141.1% | -23.1% | +112.9% |
| All | +239.9% | +248.1% | -8.3% | +281.6% |
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 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