+307.7%
GLW vs GLDM
+104.2%
+203.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | -13.9% | +4.7% | -18.6% | -15.8% |
| 30D | -35.0% | -0.9% | -34.1% | -34.7% |
| 3M | -32.4% | -4.3% | -28.0% | -31.1% |
| 6M | -41.3% | -13.4% | -28.0% | -38.0% |
| YTD | +21.8% | -5.8% | +27.7% | +27.2% |
| 1Y | +21.8% | +2.1% | +19.8% | +25.7% |
| 3Y | +307.7% | +105.0% | +202.6% | +268.1% |
| All | +307.7% | +104.2% | +203.5% | +268.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling