+124.9%
AXP vs GLDM
+104.1%
+20.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +2.0% |
| 7D | +4.6% | -0.3% | +4.9% | +4.6% |
| 30D | +9.7% | -1.9% | +11.6% | +9.8% |
| 3M | -3.8% | -0.4% | -3.4% | -3.7% |
| 6M | +4.8% | -10.1% | +14.9% | +5.0% |
| YTD | -9.1% | -5.8% | -3.2% | -8.8% |
| 1Y | -6.7% | +3.1% | -9.8% | -6.3% |
| All | +124.9% | +104.1% | +20.8% | +94.7% |
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