+25.8%
IR vs GLDM
+105.8%
-80.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | +2.3% | +1.9% | +0.4% | +1.9% |
| 30D | +3.3% | -1.7% | +5.0% | +3.6% |
| 3M | -9.0% | -3.5% | -5.5% | -8.5% |
| 6M | +8.0% | -10.1% | +18.1% | +9.9% |
| YTD | +3.4% | -5.0% | +8.4% | +6.2% |
| 1Y | +4.5% | +2.8% | +1.7% | +7.5% |
| All | +25.8% | +105.8% | -80.0% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling