+488.5%
FIX vs GLDM
+104.1%
+384.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.7% | -18.8% | -16.4% |
| 7D | -18.9% | -0.3% | -18.6% | -18.9% |
| 30D | -36.3% | -1.9% | -34.4% | -35.8% |
| 3M | -38.5% | -0.4% | -38.1% | -38.4% |
| 6M | -42.3% | -10.1% | -32.2% | -40.2% |
| YTD | +17.1% | -5.8% | +22.9% | +21.1% |
| 1Y | +14.4% | +3.1% | +11.3% | +16.8% |
| All | +488.5% | +104.1% | +384.4% | +341.0% |
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