+180.6%
LOW vs GLDM
+225.0%
-44.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.1% |
| 7D | +6.4% | +5.0% | +1.4% | +5.7% |
| 30D | +25.6% | -1.3% | +26.9% | +25.7% |
| 3M | +4.6% | -4.7% | +9.3% | +5.1% |
| 6M | +2.5% | -12.4% | +14.9% | +4.1% |
| YTD | -1.6% | -4.1% | +2.4% | -1.6% |
| 1Y | +1.7% | +3.3% | -1.6% | +0.8% |
| 3Y | +29.4% | +110.9% | -81.5% | +12.6% |
| 5Y | +9.6% | +124.8% | -115.2% | -7.2% |
| All | +180.6% | +225.0% | -44.5% | +144.1% |
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 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