+526.6%
GEV vs GLDM
+76.7%
+449.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.1% |
| 7D | +6.2% | -5.5% | +11.7% | +8.1% |
| 30D | -18.4% | -7.0% | -11.4% | -16.5% |
| 3M | -21.2% | -12.3% | -9.0% | -18.0% |
| 6M | -23.6% | -17.9% | -5.6% | -19.2% |
| YTD | +25.5% | -10.3% | +35.8% | +29.2% |
| 1Y | +42.6% | -7.8% | +50.4% | +45.6% |
| All | +526.6% | +76.7% | +449.9% | +410.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling