+222.0%
GLDM vs XME
+179.8%
+42.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.9% |
| 7D | +1.9% | -10.5% | +12.4% | +3.9% |
| 30D | -1.7% | -16.5% | +14.8% | +1.5% |
| 3M | -3.5% | -19.2% | +15.6% | +0.2% |
| 6M | -10.1% | -23.8% | +13.8% | -5.8% |
| YTD | -5.0% | -12.6% | +7.5% | -2.3% |
| 1Y | +2.8% | -0.1% | +2.9% | +3.8% |
| 3Y | +105.1% | +79.3% | +25.9% | +92.1% |
| 5Y | +124.3% | +108.2% | +16.1% | +105.2% |
| All | +222.0% | +179.8% | +42.1% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling