+212.7%
META vs GLDM
+248.1%
-35.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +4.8% | +4.4% | +0.4% | +4.0% |
| 3M | -1.6% | -1.1% | -0.6% | -1.5% |
| 6M | -7.5% | -13.7% | +6.2% | -5.7% |
| YTD | -6.4% | +2.8% | -9.2% | -6.6% |
| 1Y | -17.3% | +24.8% | -42.2% | -19.7% |
| 3Y | +109.9% | +127.8% | -17.9% | +81.4% |
| 5Y | +65.4% | +141.1% | -75.8% | +38.4% |
| All | +212.7% | +248.1% | -35.5% | +176.9% |
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