-2.1%
LYB vs GLDM
+239.3%
-241.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -0.7% | -3.4% | +2.7% | -0.5% |
| 30D | +1.5% | -1.1% | +2.6% | +1.6% |
| 3M | -0.3% | +5.9% | -6.2% | -0.8% |
| 6M | +0.1% | -16.9% | +16.9% | +1.7% |
| YTD | +53.4% | +0.2% | +53.3% | +52.3% |
| 1Y | +25.6% | +18.6% | +7.1% | +22.2% |
| 3Y | -21.3% | +124.6% | -145.9% | -31.3% |
| 5Y | -2.4% | +140.6% | -143.0% | -16.7% |
| All | -2.1% | +239.3% | -241.4% | -14.9% |
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