+373.5%
GLW vs GLDM
+219.1%
+154.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -13.9% | +4.7% | -18.6% | -15.0% |
| 30D | -35.0% | -0.9% | -34.1% | -34.8% |
| 3M | -32.4% | -4.3% | -28.0% | -31.6% |
| 6M | -41.3% | -13.4% | -28.0% | -39.5% |
| YTD | +21.8% | -5.8% | +27.7% | +25.1% |
| 1Y | +21.8% | +2.1% | +19.8% | +24.4% |
| 3Y | +307.7% | +105.0% | +202.6% | +301.0% |
| 5Y | +213.7% | +122.5% | +91.2% | +204.1% |
| All | +373.5% | +219.1% | +154.4% | +432.3% |
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