-32.4%
GIS vs GLDM
+115.4%
-147.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.7% |
| 7D | +1.5% | +2.9% | -1.3% | +1.4% |
| 30D | +9.2% | -3.9% | +13.1% | +9.3% |
| 3M | -5.4% | -8.1% | +2.8% | -5.2% |
| 6M | +3.4% | -14.7% | +18.1% | +4.1% |
| YTD | -20.5% | -6.6% | -13.9% | -20.4% |
| 1Y | -20.0% | -2.1% | -17.9% | -20.1% |
| 3Y | -38.6% | +107.7% | -146.3% | -43.1% |
| All | -32.4% | +115.4% | -147.9% | -39.7% |
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