+361.4%
GLW vs GLDM
+221.7%
+139.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.8% | -13.8% | -13.1% |
| 7D | -19.7% | +1.9% | -21.6% | -20.2% |
| 30D | -38.8% | -1.7% | -37.1% | -38.5% |
| 3M | -33.9% | -3.5% | -30.3% | -33.3% |
| 6M | -36.0% | -10.1% | -25.9% | -34.4% |
| YTD | +18.7% | -5.0% | +23.8% | +21.7% |
| 1Y | +19.8% | +2.8% | +17.0% | +22.0% |
| 3Y | +294.3% | +105.1% | +189.2% | +287.2% |
| 5Y | +205.7% | +124.3% | +81.4% | +195.8% |
| All | +361.4% | +221.7% | +139.8% | +417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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