+219.4%
GLDM vs M
-12.1%
+231.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.8% |
| 7D | +4.7% | -4.3% | +8.9% | +4.6% |
| 30D | -0.9% | +1.3% | -2.1% | -0.8% |
| 3M | -4.3% | -7.4% | +3.1% | -4.4% |
| 6M | -13.4% | +18.3% | -31.7% | -13.2% |
| YTD | -5.8% | +7.6% | -13.4% | -5.7% |
| 1Y | +2.1% | +17.4% | -15.3% | +2.3% |
| 3Y | +105.0% | +108.4% | -3.3% | +107.5% |
| 5Y | +122.5% | -10.6% | +133.1% | +122.8% |
| All | +219.4% | -12.1% | +231.5% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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