+324.7%
B vs GLDM
+248.1%
+76.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -0.8% |
| 7D | -1.6% | -0.5% | -1.1% | -0.7% |
| 30D | +9.4% | +4.4% | +5.0% | +2.5% |
| 3M | +5.0% | -1.1% | +6.0% | +7.6% |
| 6M | -3.5% | -13.7% | +10.1% | +23.0% |
| YTD | +4.5% | +2.8% | +1.7% | -2.0% |
| 1Y | +67.8% | +24.8% | +42.9% | +13.2% |
| 3Y | +196.7% | +127.8% | +68.9% | -31.4% |
| 5Y | +151.9% | +141.1% | +10.8% | -46.6% |
| All | +324.7% | +248.1% | +76.6% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling