+44.9%
INTC vs GLDM
+204.0%
-159.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.0% |
| 7D | +17.1% | -5.5% | +22.6% | +19.6% |
| 30D | -40.5% | -7.0% | -33.5% | -38.6% |
| 3M | -39.4% | -12.3% | -27.1% | -36.3% |
| 6M | -49.3% | -17.9% | -31.3% | -45.6% |
| YTD | +65.9% | -10.3% | +76.1% | +73.9% |
| 1Y | +61.5% | -7.8% | +69.3% | +68.0% |
| 3Y | +59.6% | +99.5% | -39.9% | +32.8% |
| 5Y | +31.2% | +106.5% | -75.3% | +7.0% |
| All | +44.9% | +204.0% | -159.0% | +23.0% |
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 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