+269.0%
GDXJ vs GLDM
+219.1%
+49.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +4.4% |
| 7D | +13.4% | +4.7% | +8.8% | +3.8% |
| 30D | -1.3% | -0.9% | -0.4% | +1.2% |
| 3M | -1.5% | -4.3% | +2.8% | +9.2% |
| 6M | -12.2% | -13.4% | +1.2% | +21.0% |
| YTD | -5.3% | -5.8% | +0.5% | +7.4% |
| 1Y | +22.0% | +2.1% | +19.9% | +16.8% |
| 3Y | +224.9% | +105.0% | +119.9% | -34.2% |
| 5Y | +160.6% | +122.5% | +38.1% | -54.8% |
| All | +269.0% | +219.1% | +49.9% | -72.0% |
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