+414.4%
GE vs GLDM
+219.1%
+195.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | +7.1% | +4.7% | +2.4% | +6.8% |
| 30D | +6.5% | -0.9% | +7.3% | +6.5% |
| 3M | -13.6% | -4.3% | -9.3% | -13.4% |
| 6M | +6.0% | -13.4% | +19.4% | +6.5% |
| YTD | +5.4% | -5.8% | +11.2% | +6.0% |
| 1Y | +6.5% | +2.1% | +4.4% | +7.4% |
| 3Y | +268.6% | +105.0% | +163.6% | +281.9% |
| 5Y | +389.0% | +122.5% | +266.5% | +406.1% |
| All | +414.4% | +219.1% | +195.4% | +467.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling