+42.5%
GM vs GLDM
+107.1%
-64.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.2% | -4.6% | +4.4% | +0.2% |
| 30D | +3.6% | -5.5% | +9.0% | +4.0% |
| 3M | -0.2% | -10.9% | +10.6% | +0.5% |
| 6M | +13.9% | -17.3% | +31.3% | +14.6% |
| YTD | +6.5% | -10.2% | +16.6% | +8.6% |
| 1Y | +20.7% | -6.9% | +27.6% | +23.4% |
| 3Y | +229.5% | +98.7% | +130.8% | +221.8% |
| All | +42.5% | +107.1% | -64.6% | +24.1% |
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 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