-4.5%
META vs GLDM
+2.8%
-7.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.2% |
| 7D | -3.1% | +1.9% | -5.0% | -3.6% |
| 30D | -18.1% | -1.7% | -16.4% | -17.7% |
| 3M | +2.9% | -3.5% | +6.4% | +3.6% |
| 6M | +0.2% | -10.1% | +10.3% | +2.9% |
| YTD | -8.1% | -5.0% | -3.0% | -4.7% |
| 1Y | -4.5% | +2.8% | -7.3% | -3.2% |
| All | -4.5% | +2.8% | -7.3% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling