+175.3%
LOW vs GLDM
+204.4%
-29.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.4% | -4.6% | +6.0% | +2.1% |
| 30D | +21.7% | -5.5% | +27.2% | +22.6% |
| 3M | +5.0% | -10.9% | +15.9% | +6.6% |
| 6M | +4.6% | -17.3% | +21.9% | +7.1% |
| YTD | -3.5% | -10.2% | +6.7% | -2.6% |
| 1Y | +0.5% | -6.9% | +7.5% | +1.1% |
| 3Y | +24.8% | +98.7% | -73.9% | +9.5% |
| 5Y | +6.5% | +106.7% | -100.3% | -8.8% |
| All | +175.3% | +204.4% | -29.1% | +141.7% |
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