-0.8%
F vs GLDM
+1.8%
-2.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +1.6% | +4.7% | -3.1% | +0.3% |
| 30D | +2.6% | -0.9% | +3.5% | +2.8% |
| 3M | -8.8% | -4.3% | -4.5% | -7.8% |
| 6M | +4.6% | -13.4% | +18.0% | +7.6% |
| YTD | -1.9% | -5.8% | +3.9% | -0.4% |
| 1Y | -0.8% | +2.1% | -2.8% | -4.2% |
| All | -0.8% | +1.8% | -2.5% | -4.2% |
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