+9.8%
LOW vs GLDM
+143.3%
-133.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -7.0% | +4.4% | -11.4% | -7.5% |
| 3M | -0.9% | -1.1% | +0.2% | -0.8% |
| 6M | -20.1% | -13.7% | -6.4% | -19.0% |
| YTD | -13.9% | +2.8% | -16.7% | -14.4% |
| 1Y | -21.1% | +24.8% | -46.0% | -23.4% |
| 3Y | -6.6% | +127.8% | -134.4% | -19.4% |
| All | +9.8% | +143.3% | -133.5% | -11.7% |
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