-9.4%
GDXJ vs GLDM
-14.2%
+4.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -0.8% |
| 7D | +0.2% | -0.5% | +0.7% | +1.3% |
| 30D | +17.9% | +4.4% | +13.5% | +9.1% |
| 3M | +15.3% | -1.1% | +16.4% | +19.3% |
| 6M | -9.4% | -13.7% | +4.2% | +17.8% |
| All | -9.4% | -14.2% | +4.7% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling