+392.6%
ASX vs GLDM
+128.8%
+263.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | +2.0% | +4.4% | -2.4% | 0.0% |
| 3M | -1.3% | -1.1% | -0.3% | -1.0% |
| 6M | +71.4% | -13.7% | +85.1% | +80.2% |
| YTD | +135.3% | +2.8% | +132.6% | +130.4% |
| 1Y | +267.5% | +24.8% | +242.6% | +231.1% |
| All | +392.6% | +128.8% | +263.9% | +249.6% |
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 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