+296.4%
ARM vs GLDM
+132.5%
+163.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.3% |
| 7D | +5.5% | -0.5% | +6.0% | +5.7% |
| 30D | -8.2% | +4.4% | -12.6% | -10.0% |
| 3M | -35.9% | -1.1% | -34.9% | -35.8% |
| 6M | +103.1% | -13.7% | +116.8% | +109.5% |
| YTD | +130.6% | +2.8% | +127.9% | +127.9% |
| 1Y | +86.1% | +24.8% | +61.2% | +75.4% |
| All | +296.4% | +132.5% | +163.9% | +225.8% |
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