+223.4%
GDXJ vs GLDM
+99.6%
+123.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.9% | +0.2% |
| 7D | -4.9% | -5.5% | +0.6% | +5.1% |
| 30D | -10.0% | -7.0% | -3.0% | +3.1% |
| 3M | -16.6% | -12.3% | -4.3% | +6.4% |
| 6M | -23.3% | -17.9% | -5.4% | +11.4% |
| YTD | -12.4% | -10.3% | -2.2% | +8.4% |
| 1Y | +0.5% | -7.8% | +8.2% | +18.5% |
| All | +223.4% | +99.6% | +123.8% | -17.7% |
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