+135.2%
B vs GLDM
+126.2%
+9.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.7% |
| 7D | +4.3% | +1.9% | +2.4% | +1.7% |
| 30D | -0.9% | -1.7% | +0.8% | +2.0% |
| 3M | -1.4% | -3.5% | +2.2% | +4.6% |
| 6M | +5.0% | -10.1% | +15.1% | +24.5% |
| YTD | -5.8% | -5.0% | -0.8% | +0.3% |
| 1Y | +25.6% | +2.8% | +22.8% | +18.2% |
| 3Y | +161.6% | +105.1% | +56.5% | -22.6% |
| 5Y | +135.2% | +124.3% | +10.9% | -43.5% |
| All | +135.2% | +126.2% | +9.0% | -43.5% |
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