+128.5%
GD vs GLDM
+221.7%
-93.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.4% |
| 7D | -3.9% | +1.9% | -5.8% | -4.1% |
| 30D | +8.1% | -1.7% | +9.8% | +8.2% |
| 3M | -6.8% | -3.5% | -3.2% | -6.5% |
| 6M | +3.0% | -10.1% | +13.1% | +3.9% |
| YTD | +7.8% | -5.0% | +12.8% | +7.9% |
| 1Y | +5.8% | +2.8% | +3.0% | +5.2% |
| 3Y | +55.3% | +105.1% | -49.8% | +46.2% |
| 5Y | +96.7% | +124.3% | -27.6% | +83.0% |
| All | +128.5% | +221.7% | -93.2% | +126.2% |
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