+46.1%
F vs GLDM
+104.1%
-58.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +2.2% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +4.3% | -1.9% | +6.1% | +4.6% |
| 3M | -10.1% | -0.4% | -9.7% | -9.9% |
| 6M | +12.8% | -10.1% | +22.8% | +14.5% |
| YTD | -0.1% | -5.8% | +5.8% | +1.3% |
| 1Y | +3.7% | +3.1% | +0.6% | +4.3% |
| All | +46.1% | +104.1% | -58.0% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling