+261.2%
ARM vs GLDM
+104.1%
+157.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.7% | -9.0% | -7.1% |
| 7D | -18.7% | -0.3% | -18.4% | -18.6% |
| 30D | -36.7% | -1.9% | -34.8% | -36.0% |
| 3M | -31.6% | -0.4% | -31.2% | -31.3% |
| 6M | -5.6% | -10.1% | +4.4% | -0.7% |
| YTD | +75.5% | -5.8% | +81.3% | +80.9% |
| 1Y | +19.3% | +3.1% | +16.2% | +19.6% |
| All | +261.2% | +104.1% | +157.1% | +167.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling