-18.0%
GIS vs GLDM
+143.3%
-161.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -7.8% | -0.5% | -7.3% | -7.8% |
| 30D | +6.6% | +4.4% | +2.2% | +6.4% |
| 3M | +21.0% | -1.1% | +22.0% | +21.1% |
| 6M | -9.1% | -13.7% | +4.6% | -8.5% |
| YTD | -13.6% | +2.8% | -16.4% | -13.8% |
| 1Y | -18.0% | +24.8% | -42.9% | -19.0% |
| 3Y | -33.7% | +127.8% | -161.5% | -37.9% |
| All | -18.0% | +143.3% | -161.3% | -24.6% |
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 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