+184.4%
IR vs GLDM
+248.1%
-63.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.3% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -15.1% | +4.4% | -19.5% | -15.4% |
| 3M | +6.1% | -1.1% | +7.1% | +6.0% |
| 6M | -16.8% | -13.7% | -3.1% | -16.5% |
| YTD | -3.5% | +2.8% | -6.3% | -2.8% |
| 1Y | -3.5% | +24.8% | -28.3% | -2.1% |
| 3Y | +9.5% | +127.8% | -118.3% | +12.3% |
| 5Y | +45.1% | +141.1% | -96.1% | +47.1% |
| All | +184.4% | +248.1% | -63.7% | +227.8% |
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