+3,520.0%
FIX vs GLDM
+248.1%
+3,271.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +6.0% | -0.5% | +6.6% | +6.1% |
| 30D | -7.2% | +4.4% | -11.6% | -8.2% |
| 3M | -15.9% | -1.1% | -14.8% | -15.8% |
| 6M | +12.7% | -13.7% | +26.4% | +15.6% |
| YTD | +72.8% | +2.8% | +70.0% | +72.8% |
| 1Y | +122.9% | +24.8% | +98.0% | +117.8% |
| 3Y | +774.3% | +127.8% | +646.5% | +674.1% |
| 5Y | +2,049.5% | +141.1% | +1,908.3% | +1,766.2% |
| All | +3,520.0% | +248.1% | +3,271.9% | +3,209.5% |
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