+3.1%
GLDM vs XME
+5.2%
-2.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.2% |
| 7D | -0.3% | -5.5% | +5.2% | +2.5% |
| 30D | -1.9% | -11.1% | +9.3% | +4.0% |
| 3M | -0.4% | -11.1% | +10.7% | +5.3% |
| 6M | -10.1% | -18.0% | +7.9% | -1.9% |
| YTD | -5.8% | -7.4% | +1.5% | +0.2% |
| 1Y | +3.1% | +6.7% | -3.6% | +6.3% |
| All | +3.1% | +5.2% | -2.1% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling