+216.8%
GLDM vs XME
+199.0%
+17.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.3% |
| 7D | +2.9% | -0.2% | +3.0% | +2.8% |
| 30D | -3.9% | -9.2% | +5.3% | -2.3% |
| 3M | -8.1% | -17.8% | +9.6% | -4.9% |
| 6M | -14.7% | -20.0% | +5.3% | -11.5% |
| YTD | -6.6% | -6.6% | 0.0% | -5.1% |
| 1Y | -2.1% | +1.8% | -3.8% | -1.7% |
| 3Y | +107.7% | +98.7% | +9.0% | +91.4% |
| 5Y | +116.5% | +123.9% | -7.4% | +95.5% |
| All | +216.8% | +199.0% | +17.8% | +177.0% |
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