+129.7%
GLDM vs XME
+127.9%
+1.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +4.4% | +6.0% | -1.6% | +2.3% |
| 3M | -1.1% | -7.7% | +6.7% | +1.2% |
| 6M | -13.7% | +1.0% | -14.6% | -14.6% |
| YTD | +2.8% | +14.6% | -11.9% | -0.9% |
| 1Y | +24.8% | +46.0% | -21.1% | +14.5% |
| All | +129.7% | +127.9% | +1.7% | +91.5% |
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