-17.9%
GLDM vs XE
-62.6%
+44.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -3.0% |
| 7D | -5.5% | +25.1% | -30.6% | -7.0% |
| 30D | -7.0% | -11.5% | +4.5% | -6.2% |
| 3M | -12.3% | -44.7% | +32.4% | -8.4% |
| 6M | -17.9% | -64.5% | +46.6% | -12.8% |
| All | -17.9% | -62.6% | +44.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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