+140.6%
GM vs GLDM
+248.1%
-107.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +1.9% | -0.5% | +2.5% | +2.0% |
| 30D | -1.4% | +4.4% | -5.8% | -1.6% |
| 3M | +5.9% | -1.1% | +7.0% | +5.7% |
| 6M | +12.4% | -13.7% | +26.1% | +12.3% |
| YTD | +8.6% | +2.8% | +5.9% | +9.2% |
| 1Y | +52.6% | +24.8% | +27.8% | +52.8% |
| 3Y | +169.7% | +127.8% | +41.8% | +160.7% |
| 5Y | +87.5% | +141.1% | -53.6% | +77.6% |
| All | +140.6% | +248.1% | -107.6% | +132.0% |
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