+138.7%
GLDM vs BOXX
+18.4%
+120.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -3.4% | 0.0% | -3.4% | -3.5% |
| 30D | -1.1% | +0.3% | -1.4% | -1.6% |
| 3M | +5.9% | +1.0% | +4.9% | +3.9% |
| 6M | -16.9% | +1.9% | -18.8% | -19.8% |
| YTD | +0.2% | +2.6% | -2.5% | -4.2% |
| 1Y | +18.6% | +4.0% | +14.6% | +12.2% |
| 3Y | +124.6% | +14.6% | +110.0% | +125.6% |
| All | +138.7% | +18.4% | +120.2% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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