+2,187.3%
FIX vs GLDM
+219.1%
+1,968.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.6% |
| 7D | -17.5% | +4.7% | -22.1% | -18.6% |
| 30D | -41.6% | -0.9% | -40.7% | -41.4% |
| 3M | -40.6% | -4.3% | -36.3% | -40.0% |
| 6M | -49.4% | -13.4% | -36.0% | -47.7% |
| YTD | +9.2% | -5.8% | +15.0% | +11.5% |
| 1Y | +6.5% | +2.1% | +4.4% | +7.6% |
| 3Y | +448.7% | +105.0% | +343.7% | +396.9% |
| 5Y | +948.7% | +122.5% | +826.2% | +828.9% |
| All | +2,187.3% | +219.1% | +1,968.2% | +2,035.4% |
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