+143.9%
C vs GLDM
+216.5%
-72.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +0.3% |
| 7D | -0.4% | +2.9% | -3.2% | -0.4% |
| 30D | -5.2% | -3.9% | -1.3% | -5.1% |
| 3M | -9.1% | -8.1% | -0.9% | -9.0% |
| 6M | -1.6% | -14.7% | +13.1% | -1.7% |
| YTD | +6.9% | -6.6% | +13.5% | +7.4% |
| 1Y | +23.0% | -2.1% | +25.0% | +23.8% |
| 3Y | +216.1% | +107.7% | +108.5% | +231.1% |
| 5Y | +112.2% | +116.5% | -4.2% | +120.5% |
| All | +143.9% | +216.5% | -72.6% | +187.0% |
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