+326.1%
GDX vs GLDM
+221.7%
+104.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | -0.1% |
| 7D | +5.4% | +1.9% | +3.5% | +2.3% |
| 30D | -2.8% | -1.7% | -1.1% | +0.8% |
| 3M | +2.5% | -3.5% | +6.0% | +10.5% |
| 6M | -0.1% | -10.1% | +10.0% | +23.6% |
| YTD | 0.0% | -5.0% | +5.0% | +10.0% |
| 1Y | +22.2% | +2.8% | +19.4% | +16.3% |
| 3Y | +201.4% | +105.1% | +96.3% | -23.1% |
| 5Y | +180.6% | +124.3% | +56.3% | -38.4% |
| All | +326.1% | +221.7% | +104.4% | -55.4% |
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 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