+207.0%
META vs GLDM
+221.7%
-14.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.1% |
| 7D | -3.1% | +1.9% | -5.0% | -3.4% |
| 30D | -18.1% | -1.7% | -16.4% | -17.9% |
| 3M | +2.9% | -3.5% | +6.4% | +3.4% |
| 6M | +0.2% | -10.1% | +10.3% | +1.7% |
| YTD | -8.1% | -5.0% | -3.0% | -7.1% |
| 1Y | -4.5% | +2.8% | -7.3% | -4.5% |
| 3Y | +94.2% | +105.1% | -10.9% | +70.7% |
| 5Y | +79.1% | +124.3% | -45.2% | +51.5% |
| All | +207.0% | +221.7% | -14.7% | +175.2% |
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