+466.6%
COST vs GLDM
+216.5%
+250.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | +4.6% | +2.9% | +1.7% | +4.4% |
| 30D | +12.8% | -3.9% | +16.7% | +13.1% |
| 3M | +12.1% | -8.1% | +20.2% | +12.7% |
| 6M | +6.0% | -14.7% | +20.7% | +7.4% |
| YTD | +24.4% | -6.6% | +30.9% | +24.1% |
| 1Y | +17.1% | -2.1% | +19.2% | +16.1% |
| 3Y | +92.2% | +107.7% | -15.5% | +68.3% |
| 5Y | +122.5% | +116.5% | +6.0% | +91.8% |
| All | +466.6% | +216.5% | +250.1% | +408.0% |
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