-17.3%
META vs GLDM
+24.7%
-42.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +4.8% | +4.4% | +0.4% | +3.8% |
| 3M | -1.6% | -1.1% | -0.6% | -1.4% |
| 6M | -7.5% | -13.7% | +6.2% | -6.0% |
| YTD | -6.4% | +2.8% | -9.2% | -2.9% |
| 1Y | -17.3% | +24.8% | -42.2% | -7.9% |
| All | -17.3% | +24.7% | -42.1% | -7.9% |
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 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