+25.1%
GILD vs GLDM
+19.9%
+5.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -4.8% | -2.0% | -2.8% | -4.6% |
| 30D | +5.8% | -1.5% | +7.3% | +5.9% |
| 3M | +14.9% | +3.3% | +11.6% | +14.7% |
| 6M | -0.4% | -16.2% | +15.8% | +0.8% |
| YTD | +18.5% | +0.7% | +17.8% | +21.0% |
| 1Y | +25.1% | +19.4% | +5.7% | +22.7% |
| All | +25.1% | +19.9% | +5.2% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling