+204.8%
IR vs GLDM
+221.7%
-16.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.8% |
| 7D | +2.3% | +1.9% | +0.4% | +2.1% |
| 30D | +3.3% | -1.7% | +5.0% | +3.5% |
| 3M | -9.0% | -3.5% | -5.5% | -8.8% |
| 6M | +8.0% | -10.1% | +18.1% | +8.7% |
| YTD | +3.4% | -5.0% | +8.4% | +4.8% |
| 1Y | +4.5% | +2.8% | +1.7% | +6.3% |
| 3Y | +25.6% | +105.1% | -79.5% | +29.4% |
| 5Y | +43.8% | +124.3% | -80.5% | +46.8% |
| All | +204.8% | +221.7% | -16.8% | +253.4% |
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