-17.4%
GIS vs GLDM
+1.8%
-19.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.6% |
| 7D | +3.6% | +4.7% | -1.1% | +3.6% |
| 30D | +13.9% | -0.9% | +14.8% | +13.8% |
| 3M | +0.3% | -4.3% | +4.6% | +0.2% |
| 6M | +5.0% | -13.4% | +18.4% | +5.5% |
| YTD | -18.4% | -5.8% | -12.6% | -16.9% |
| 1Y | -17.4% | +2.1% | -19.5% | -14.0% |
| All | -17.4% | +1.8% | -19.2% | -14.0% |
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