+130.7%
C vs GLDM
+143.3%
-12.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +3.6% | -0.5% | +4.2% | +3.7% |
| 30D | +0.1% | +4.4% | -4.3% | -0.4% |
| 3M | +2.4% | -1.1% | +3.5% | +2.3% |
| 6M | +24.9% | -13.7% | +38.6% | +25.8% |
| YTD | +19.8% | +2.8% | +17.0% | +19.3% |
| 1Y | +44.9% | +24.8% | +20.0% | +43.3% |
| 3Y | +263.0% | +127.8% | +135.2% | +232.9% |
| All | +130.7% | +143.3% | -12.6% | +104.8% |
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