+342.1%
GLW vs GLDM
+143.3%
+198.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.0% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | -1.3% | +4.4% | -5.7% | -2.7% |
| 3M | -21.8% | -1.1% | -20.7% | -21.6% |
| 6M | +6.9% | -13.7% | +20.6% | +10.2% |
| YTD | +77.2% | +2.8% | +74.4% | +78.1% |
| 1Y | +123.2% | +24.8% | +98.4% | +119.2% |
| 3Y | +400.0% | +127.8% | +272.2% | +357.9% |
| All | +342.1% | +143.3% | +198.8% | +280.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling