+31.0%
F vs GLDM
+24.7%
+6.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.6% |
| 7D | +5.3% | -0.5% | +5.9% | +5.4% |
| 30D | +4.6% | +4.4% | +0.2% | +3.7% |
| 3M | -3.7% | -1.1% | -2.6% | -3.8% |
| 6M | +16.8% | -13.7% | +30.5% | +17.8% |
| YTD | +15.3% | +2.8% | +12.5% | +17.5% |
| 1Y | +31.0% | +24.8% | +6.2% | +28.7% |
| All | +31.0% | +24.7% | +6.3% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling