+121.8%
GLDM vs XME
+110.8%
+11.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -1.7% |
| 7D | +4.7% | -4.5% | +9.1% | +5.8% |
| 30D | -0.9% | -10.9% | +10.0% | +2.1% |
| 3M | -4.3% | -15.3% | +11.0% | -0.2% |
| 6M | -13.4% | -24.6% | +11.2% | -7.3% |
| YTD | -5.8% | -9.6% | +3.8% | -2.8% |
| 1Y | +2.1% | +2.9% | -0.9% | +2.7% |
| 3Y | +105.0% | +86.9% | +18.1% | +86.0% |
| All | +121.8% | +110.8% | +11.0% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling