+136.3%
C vs GLDM
+221.7%
-85.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.9% | -5.1% |
| 7D | -5.3% | +1.9% | -7.2% | -5.3% |
| 30D | -7.3% | -1.7% | -5.6% | -7.3% |
| 3M | -13.5% | -3.5% | -9.9% | -13.4% |
| 6M | -6.5% | -10.1% | +3.6% | -6.6% |
| YTD | +3.6% | -5.0% | +8.7% | +4.0% |
| 1Y | +18.9% | +2.8% | +16.1% | +19.9% |
| 3Y | +205.0% | +105.1% | +99.9% | +218.4% |
| 5Y | +109.4% | +124.3% | -14.9% | +118.3% |
| All | +136.3% | +221.7% | -85.4% | +178.0% |
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 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