+107.1%
EXC vs GLDM
+221.7%
-114.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +1.4% | +1.9% | -0.5% | +1.0% |
| 30D | +11.6% | -1.7% | +13.3% | +11.9% |
| 3M | +2.7% | -3.5% | +6.2% | +3.1% |
| 6M | +2.7% | -10.1% | +12.7% | +4.3% |
| YTD | +9.7% | -5.0% | +14.8% | +8.7% |
| 1Y | +4.5% | +2.8% | +1.7% | +1.5% |
| 3Y | +28.5% | +105.1% | -76.6% | +1.5% |
| 5Y | +43.9% | +124.3% | -80.3% | +9.8% |
| All | +107.1% | +221.7% | -114.6% | +47.4% |
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