+270.5%
AXP vs GLDM
+248.1%
+22.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -6.5% | +4.4% | -10.9% | -6.5% |
| 3M | +4.6% | -1.1% | +5.7% | +4.5% |
| 6M | +5.4% | -13.7% | +19.1% | +5.0% |
| YTD | -11.1% | +2.8% | -13.9% | -11.0% |
| 1Y | -0.3% | +24.8% | -25.1% | +0.3% |
| 3Y | +111.6% | +127.8% | -16.2% | +113.9% |
| 5Y | +117.6% | +141.1% | -23.6% | +117.6% |
| All | +270.5% | +248.1% | +22.3% | +295.0% |
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 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