+429.9%
GLW vs GLDM
+219.0%
+210.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.7% | -9.5% | -6.7% |
| 7D | -9.5% | -0.3% | -9.2% | -9.4% |
| 30D | -25.5% | -1.9% | -23.6% | -25.1% |
| 3M | -25.6% | -0.4% | -25.2% | -25.4% |
| 6M | -25.5% | -10.1% | -15.4% | -23.6% |
| YTD | +36.4% | -5.8% | +42.2% | +40.1% |
| 1Y | +40.6% | +3.1% | +37.5% | +43.5% |
| 3Y | +352.8% | +103.4% | +249.4% | +345.7% |
| 5Y | +267.1% | +125.5% | +141.5% | +256.0% |
| All | +429.9% | +219.0% | +210.9% | +495.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling