+157.6%
B vs GLDM
+143.3%
+14.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -0.9% |
| 7D | -1.6% | -0.5% | -1.1% | -0.8% |
| 30D | +9.4% | +4.4% | +5.0% | +3.1% |
| 3M | +5.0% | -1.1% | +6.0% | +7.5% |
| 6M | -3.5% | -13.7% | +10.1% | +20.6% |
| YTD | +4.5% | +2.8% | +1.7% | -1.2% |
| 1Y | +67.8% | +24.8% | +42.9% | +17.0% |
| 3Y | +196.7% | +127.8% | +68.9% | -24.9% |
| All | +157.6% | +143.3% | +14.4% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling