+106.7%
GLDM vs XME
+78.7%
+28.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +2.8% |
| 7D | +1.9% | -10.5% | +12.4% | +5.9% |
| 30D | -1.7% | -16.5% | +14.8% | +4.6% |
| 3M | -3.5% | -19.2% | +15.6% | +3.8% |
| 6M | -10.1% | -23.8% | +13.8% | -1.7% |
| YTD | -5.0% | -12.6% | +7.5% | +0.4% |
| 1Y | +2.8% | -0.1% | +2.9% | +5.1% |
| All | +106.7% | +78.7% | +28.0% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling