-30.4%
GIS vs GLDM
+121.8%
-152.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.6% |
| 7D | +3.6% | +4.7% | -1.1% | +3.4% |
| 30D | +13.9% | -0.9% | +14.8% | +13.9% |
| 3M | +0.3% | -4.3% | +4.6% | +0.4% |
| 6M | +5.0% | -13.4% | +18.4% | +5.6% |
| YTD | -18.4% | -5.8% | -12.6% | -18.4% |
| 1Y | -17.4% | +2.1% | -19.5% | -17.8% |
| 3Y | -36.9% | +105.0% | -142.0% | -41.4% |
| All | -30.4% | +121.8% | -152.1% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling