+66.0%
F vs GLDM
+221.7%
-155.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | +1.4% | +1.9% | -0.5% | +1.1% |
| 30D | +2.0% | -1.7% | +3.7% | +2.2% |
| 3M | -10.4% | -3.5% | -6.8% | -10.0% |
| 6M | +9.7% | -10.1% | +19.8% | +10.7% |
| YTD | -1.2% | -5.0% | +3.9% | -0.4% |
| 1Y | 0.0% | +2.8% | -2.7% | +0.4% |
| 3Y | +41.1% | +105.1% | -64.0% | +34.7% |
| 5Y | -11.4% | +124.3% | -135.7% | -17.1% |
| All | +66.0% | +221.7% | -155.6% | +55.6% |
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 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