+140.0%
GLDM vs BOXX
+18.5%
+121.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -1.5% | +0.3% | -1.8% | -2.0% |
| 3M | +3.3% | +1.0% | +2.3% | +1.3% |
| 6M | -16.2% | +1.9% | -18.1% | -19.1% |
| YTD | +0.7% | +2.7% | -1.9% | -3.7% |
| 1Y | +19.4% | +4.0% | +15.4% | +13.0% |
| 3Y | +125.5% | +14.7% | +110.8% | +126.3% |
| All | +140.0% | +18.5% | +121.5% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling