+219.4%
GLDM vs XME
+189.2%
+30.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -1.4% |
| 7D | +4.7% | -4.5% | +9.1% | +5.5% |
| 30D | -0.9% | -10.9% | +10.0% | +1.2% |
| 3M | -4.3% | -15.3% | +11.0% | -1.5% |
| 6M | -13.4% | -24.6% | +11.2% | -9.2% |
| YTD | -5.8% | -9.6% | +3.8% | -3.7% |
| 1Y | +2.1% | +2.9% | -0.9% | +2.5% |
| 3Y | +105.0% | +86.9% | +18.1% | +90.6% |
| 5Y | +122.5% | +115.2% | +7.3% | +102.3% |
| All | +219.4% | +189.2% | +30.2% | +181.0% |
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