+47.6%
EXC vs GLDM
+143.3%
-95.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | -3.7% | +4.4% | -8.1% | -4.3% |
| 3M | -1.3% | -1.1% | -0.2% | -1.2% |
| 6M | -9.7% | -13.7% | +4.0% | -7.7% |
| YTD | +2.9% | +2.8% | +0.1% | +0.8% |
| 1Y | +4.4% | +24.8% | -20.5% | -2.9% |
| 3Y | +22.2% | +127.8% | -105.6% | -6.7% |
| All | +47.6% | +143.3% | -95.7% | +6.8% |
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