+103.0%
EXC vs GLDM
+219.1%
-116.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -1.2% | +4.7% | -5.8% | -1.9% |
| 30D | +10.0% | -0.9% | +10.8% | +10.0% |
| 3M | +1.6% | -4.3% | +5.9% | +2.2% |
| 6M | +3.3% | -13.4% | +16.7% | +5.6% |
| YTD | +7.6% | -5.8% | +13.4% | +6.7% |
| 1Y | +3.5% | +2.1% | +1.4% | +0.5% |
| 3Y | +27.7% | +105.0% | -77.4% | +0.7% |
| 5Y | +41.1% | +122.5% | -81.4% | +7.7% |
| All | +103.0% | +219.1% | -116.0% | +44.7% |
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