+105.9%
C vs GLDM
+121.8%
-15.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -2.4% | +4.7% | -7.1% | -2.9% |
| 30D | -6.0% | -0.9% | -5.1% | -5.9% |
| 3M | -10.5% | -4.3% | -6.2% | -10.2% |
| 6M | -5.7% | -13.4% | +7.7% | -4.6% |
| YTD | +4.1% | -5.8% | +9.9% | +4.5% |
| 1Y | +20.5% | +2.1% | +18.4% | +20.3% |
| 3Y | +208.1% | +105.0% | +103.1% | +178.8% |
| All | +105.9% | +121.8% | -15.8% | +75.2% |
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