+204.3%
GLDM vs XME
+194.8%
+9.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.4% |
| 7D | -5.5% | +5.3% | -10.8% | -6.4% |
| 30D | -7.0% | -8.2% | +1.2% | -5.6% |
| 3M | -12.3% | -18.4% | +6.1% | -9.1% |
| 6M | -17.9% | -22.8% | +4.9% | -14.3% |
| YTD | -10.3% | -7.9% | -2.4% | -8.6% |
| 1Y | -7.8% | -0.9% | -6.9% | -7.0% |
| 3Y | +99.5% | +96.0% | +3.5% | +84.3% |
| 5Y | +106.5% | +110.3% | -3.9% | +87.8% |
| All | +204.3% | +194.8% | +9.5% | +166.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling