+518.8%
GEV vs GLDM
+81.8%
+436.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | -3.0% | -2.0% | -1.0% | -2.3% |
| 30D | -18.9% | -4.4% | -14.4% | -17.6% |
| 3M | -20.1% | -8.8% | -11.2% | -17.7% |
| 6M | -24.6% | -15.9% | -8.7% | -20.9% |
| YTD | +24.0% | -7.7% | +31.7% | +26.5% |
| 1Y | +40.6% | -3.6% | +44.2% | +41.8% |
| All | +518.8% | +81.8% | +436.9% | +400.0% |
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 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