+162.2%
ARM vs GLDM
+114.8%
+47.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.8% | -13.9% | -13.5% |
| 7D | -27.1% | +1.9% | -29.0% | -27.8% |
| 30D | -44.9% | -1.7% | -43.2% | -44.4% |
| 3M | -39.3% | -3.5% | -35.7% | -38.1% |
| 6M | -20.2% | -10.1% | -10.1% | -16.4% |
| YTD | +52.5% | -5.0% | +57.6% | +56.7% |
| 1Y | +4.1% | +2.8% | +1.3% | +4.6% |
| 3Y | +211.7% | +105.1% | +106.6% | +161.2% |
| All | +162.2% | +114.8% | +47.3% | +124.0% |
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