+40.6%
INTC vs GLDM
+225.0%
-184.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.8% |
| 7D | -1.0% | +5.0% | -6.0% | -2.9% |
| 30D | -43.3% | -1.3% | -42.0% | -42.8% |
| 3M | -41.6% | -4.7% | -36.9% | -40.5% |
| 6M | -52.5% | -12.4% | -40.1% | -50.3% |
| YTD | +60.9% | -4.1% | +64.9% | +64.6% |
| 1Y | +55.7% | +3.3% | +52.4% | +56.2% |
| 3Y | +59.2% | +110.9% | -51.8% | +29.5% |
| 5Y | +25.0% | +124.8% | -99.8% | -0.8% |
| All | +40.6% | +225.0% | -184.4% | +16.4% |
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