-39.7%
LVS vs GLDM
+204.0%
-243.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -2.1% |
| 7D | -3.9% | -5.5% | +1.6% | -3.7% |
| 30D | +7.1% | -7.0% | +14.0% | +7.2% |
| 3M | -13.2% | -12.3% | -0.9% | -13.0% |
| 6M | -22.8% | -17.9% | -4.9% | -22.5% |
| YTD | -38.0% | -10.3% | -27.7% | -37.7% |
| 1Y | -39.5% | -7.8% | -31.7% | -39.1% |
| 3Y | -12.2% | +99.5% | -111.7% | -10.4% |
| 5Y | +6.4% | +106.5% | -100.0% | +7.9% |
| All | -39.7% | +204.0% | -243.7% | -35.7% |
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 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