+53.9%
F vs GLDM
+143.3%
-89.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 3M | -3.7% | -1.1% | -2.6% | -3.7% |
| 6M | +16.8% | -13.7% | +30.5% | +18.0% |
| YTD | +15.3% | +2.8% | +12.5% | +15.2% |
| 1Y | +31.0% | +24.8% | +6.2% | +28.6% |
| 3Y | +45.4% | +127.8% | -82.4% | +32.8% |
| All | +53.9% | +143.3% | -89.3% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling