+3.9%
GIS vs GLDM
+212.7%
-208.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -4.6% | -2.0% | -2.6% | -4.4% |
| 30D | +6.6% | -4.4% | +11.0% | +6.9% |
| 3M | -8.1% | -8.8% | +0.8% | -7.6% |
| 6M | +4.9% | -15.9% | +20.8% | +6.3% |
| YTD | -21.4% | -7.7% | -13.7% | -21.3% |
| 1Y | -21.6% | -3.6% | -18.0% | -21.9% |
| 3Y | -39.3% | +105.2% | -144.5% | -45.8% |
| 5Y | -33.2% | +112.8% | -146.0% | -41.0% |
| All | +3.9% | +212.7% | -208.9% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling