-13.4%
GLDM vs XE
-62.9%
+49.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +15.9% | -16.7% | -1.9% |
| 7D | +4.7% | -4.6% | +9.2% | +4.9% |
| 30D | -0.9% | -27.5% | +26.7% | +1.9% |
| 3M | -4.3% | -49.9% | +45.6% | +1.1% |
| 6M | -13.4% | -67.2% | +53.8% | -7.1% |
| All | -13.4% | -62.9% | +49.5% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling