+11.3%
GDXJ vs GLDM
-1.4%
+12.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.3% | -1.5% |
| 7D | +11.8% | +2.9% | +8.9% | +7.0% |
| 30D | -7.1% | -3.9% | -3.2% | +0.1% |
| 3M | -10.5% | -8.1% | -2.4% | +4.8% |
| 6M | -15.5% | -14.7% | -0.8% | +12.3% |
| YTD | -6.6% | -6.6% | 0.0% | +7.3% |
| 1Y | +11.3% | -2.1% | +13.4% | +12.9% |
| All | +11.3% | -1.4% | +12.8% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling