+94.2%
EXC vs GLDM
+248.1%
-153.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | -3.7% | +4.4% | -8.1% | -4.5% |
| 3M | -1.3% | -1.1% | -0.2% | -1.2% |
| 6M | -9.7% | -13.7% | +4.0% | -7.3% |
| YTD | +2.9% | +2.8% | +0.1% | +0.8% |
| 1Y | +4.4% | +24.8% | -20.5% | -3.1% |
| 3Y | +22.2% | +127.8% | -105.6% | -5.4% |
| 5Y | +46.7% | +141.1% | -94.4% | +10.7% |
| All | +94.2% | +248.1% | -153.9% | +36.6% |
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