+105.9%
EXC vs GLDM
+204.4%
-98.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +1.4% | -4.6% | +6.0% | +2.1% |
| 30D | +8.6% | -5.5% | +14.0% | +9.4% |
| 3M | +2.4% | -10.9% | +13.3% | +4.1% |
| 6M | +6.5% | -17.3% | +23.8% | +9.6% |
| YTD | +9.0% | -10.2% | +19.2% | +9.0% |
| 1Y | +4.6% | -6.9% | +11.5% | +3.5% |
| 3Y | +33.5% | +98.7% | -65.2% | +5.6% |
| 5Y | +41.4% | +106.7% | -65.3% | +9.5% |
| All | +105.9% | +204.4% | -98.5% | +47.7% |
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