+19.8%
GLW vs GLDM
+2.8%
+17.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.8% | -13.8% | -13.4% |
| 7D | -19.7% | +1.9% | -21.6% | -20.8% |
| 30D | -38.8% | -1.7% | -37.1% | -38.1% |
| 3M | -33.9% | -3.5% | -30.3% | -32.4% |
| 6M | -36.0% | -10.1% | -25.9% | -31.4% |
| YTD | +18.7% | -5.0% | +23.8% | +23.5% |
| 1Y | +19.8% | +2.8% | +17.0% | +12.0% |
| All | +19.8% | +2.8% | +17.0% | +12.0% |
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