+270.3%
AXP vs GLDM
+221.7%
+48.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.3% |
| 7D | +0.4% | +1.9% | -1.5% | +0.4% |
| 30D | +7.0% | -1.7% | +8.7% | +7.0% |
| 3M | -6.6% | -3.5% | -3.1% | -6.6% |
| 6M | +3.5% | -10.1% | +13.5% | +3.3% |
| YTD | -11.2% | -5.0% | -6.1% | -11.0% |
| 1Y | -10.2% | +2.8% | -12.9% | -9.8% |
| 3Y | +120.0% | +105.1% | +14.9% | +122.2% |
| 5Y | +95.6% | +124.3% | -28.7% | +95.5% |
| All | +270.3% | +221.7% | +48.6% | +294.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling