+181.2%
GILD vs GLDM
+242.2%
-61.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.7% |
| 7D | -2.2% | +0.7% | -2.9% | -2.2% |
| 30D | +10.1% | +0.3% | +9.8% | +10.0% |
| 3M | +15.2% | +0.7% | +14.5% | +15.1% |
| 6M | +3.1% | -15.4% | +18.6% | +4.5% |
| YTD | +20.9% | +1.0% | +19.9% | +20.8% |
| 1Y | +29.8% | +19.7% | +10.1% | +27.6% |
| 3Y | +113.0% | +126.5% | -13.6% | +94.3% |
| 5Y | +144.9% | +142.5% | +2.4% | +120.1% |
| All | +181.2% | +242.2% | -61.0% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling