+107.5%
GILD vs GLDM
+123.4%
-16.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.4% |
| 7D | -4.2% | -3.4% | -0.8% | -4.0% |
| 30D | +6.7% | -1.1% | +7.8% | +6.8% |
| 3M | +20.0% | +5.9% | +14.1% | +19.5% |
| 6M | -1.3% | -16.9% | +15.6% | -0.4% |
| YTD | +19.4% | +0.2% | +19.3% | +20.2% |
| 1Y | +28.9% | +18.6% | +10.4% | +29.0% |
| All | +107.5% | +123.4% | -16.0% | +92.6% |
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