-5.8%
LOW vs GLDM
+128.8%
-134.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -7.0% | +4.4% | -11.4% | -7.4% |
| 3M | -0.9% | -1.1% | +0.2% | -0.9% |
| 6M | -20.1% | -13.7% | -6.4% | -19.4% |
| YTD | -13.9% | +2.8% | -16.7% | -13.9% |
| 1Y | -21.1% | +24.8% | -46.0% | -21.9% |
| All | -5.8% | +128.8% | -134.6% | -17.3% |
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