+205.0%
GM vs GLDM
+104.2%
+100.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.5% |
| 7D | -1.4% | +4.7% | -6.1% | -1.8% |
| 30D | +6.4% | -0.9% | +7.2% | +6.4% |
| 3M | -0.7% | -4.3% | +3.6% | -0.4% |
| 6M | +9.9% | -13.4% | +23.3% | +10.3% |
| YTD | +6.7% | -5.8% | +12.5% | +9.5% |
| 1Y | +26.2% | +2.1% | +24.2% | +31.2% |
| 3Y | +205.0% | +105.0% | +100.0% | +156.7% |
| All | +205.0% | +104.2% | +100.8% | +156.7% |
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