+341.9%
GDXJ vs GLDM
+248.1%
+93.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -0.7% |
| 7D | +0.2% | -0.5% | +0.7% | +1.4% |
| 30D | +17.9% | +4.4% | +13.5% | +8.8% |
| 3M | +15.3% | -1.1% | +16.4% | +20.1% |
| 6M | -9.4% | -13.7% | +4.2% | +25.4% |
| YTD | +13.4% | +2.8% | +10.6% | +7.1% |
| 1Y | +59.7% | +24.8% | +34.8% | -0.8% |
| 3Y | +283.6% | +127.8% | +155.8% | -38.1% |
| 5Y | +217.6% | +141.1% | +76.5% | -53.5% |
| All | +341.9% | +248.1% | +93.7% | -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