+35.4%
GLW vs GLDM
-6.3%
+41.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.9% |
| 7D | +15.5% | -5.5% | +21.0% | +19.7% |
| 30D | -19.6% | -7.0% | -12.6% | -15.8% |
| 3M | -28.5% | -12.3% | -16.2% | -22.5% |
| 6M | -39.5% | -17.9% | -21.6% | -31.7% |
| YTD | +37.2% | -10.3% | +47.5% | +50.3% |
| 1Y | +35.4% | -7.8% | +43.2% | +41.1% |
| All | +35.4% | -6.3% | +41.8% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling