+225.3%
GLDM vs XME
+205.1%
+20.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +0.9% |
| 7D | +5.0% | +0.9% | +4.0% | +4.7% |
| 30D | -1.3% | -7.3% | +6.0% | 0.0% |
| 3M | -4.7% | -14.8% | +10.1% | -2.0% |
| 6M | -12.4% | -18.4% | +6.0% | -9.4% |
| YTD | -4.1% | -4.7% | +0.6% | -2.9% |
| 1Y | +3.3% | +5.7% | -2.4% | +3.1% |
| 3Y | +110.9% | +104.0% | +7.0% | +93.5% |
| 5Y | +124.8% | +122.4% | +2.4% | +102.7% |
| All | +225.3% | +205.1% | +20.3% | +183.4% |
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