+10.1%
LOW vs GLDM
+116.0%
-105.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.3% |
| 7D | +8.7% | +2.9% | +5.8% | +8.3% |
| 30D | +25.5% | -3.9% | +29.4% | +26.0% |
| 3M | +6.6% | -8.1% | +14.7% | +7.6% |
| 6M | +2.4% | -14.7% | +17.1% | +4.2% |
| YTD | -1.7% | -6.6% | +4.8% | -1.3% |
| 1Y | +1.7% | -2.1% | +3.7% | +1.6% |
| 3Y | +26.6% | +107.7% | -81.1% | +8.6% |
| 5Y | +10.1% | +116.5% | -106.3% | -13.7% |
| All | +10.1% | +116.0% | -105.9% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling