+180.0%
LOW vs GLDM
+212.7%
-32.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.0% | -2.0% | +2.9% | +1.2% |
| 30D | +25.6% | -4.4% | +30.0% | +26.3% |
| 3M | +5.3% | -8.8% | +14.2% | +6.5% |
| 6M | +3.7% | -15.9% | +19.6% | +5.9% |
| YTD | -1.9% | -7.7% | +5.8% | -1.3% |
| 1Y | +0.6% | -3.6% | +4.2% | +0.6% |
| 3Y | +26.4% | +105.2% | -78.8% | +10.4% |
| 5Y | +10.1% | +112.8% | -102.6% | -6.0% |
| All | +180.0% | +212.7% | -32.8% | +144.9% |
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