+136.1%
GM vs GLDM
+239.3%
-103.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.6% | +2.9% |
| 7D | -1.1% | -3.4% | +2.3% | -0.9% |
| 30D | -3.4% | -1.1% | -2.3% | -3.4% |
| 3M | +8.7% | +5.9% | +2.8% | +8.4% |
| 6M | +15.4% | -16.9% | +32.3% | +15.5% |
| YTD | +6.6% | +0.2% | +6.4% | +7.3% |
| 1Y | +51.5% | +18.6% | +32.9% | +51.9% |
| 3Y | +169.3% | +124.6% | +44.7% | +160.6% |
| 5Y | +81.6% | +140.6% | -59.1% | +71.9% |
| All | +136.1% | +239.3% | -103.3% | +127.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling