+93.7%
F vs GLDM
+248.1%
-154.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | -3.7% | -1.1% | -2.6% | -3.7% |
| 6M | +16.8% | -13.7% | +30.5% | +17.7% |
| YTD | +15.3% | +2.8% | +12.5% | +15.2% |
| 1Y | +31.0% | +24.8% | +6.2% | +29.3% |
| 3Y | +45.4% | +127.8% | -82.4% | +37.6% |
| 5Y | +54.7% | +141.1% | -86.5% | +43.7% |
| All | +93.7% | +248.1% | -154.4% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling