+89.4%
META vs GLDM
+125.5%
-36.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.2% | +0.9% |
| 7D | +2.9% | -0.3% | +3.1% | +2.9% |
| 30D | -15.1% | -1.9% | -13.2% | -14.8% |
| 3M | +7.2% | -0.4% | +7.6% | +7.2% |
| 6M | +3.4% | -10.1% | +13.5% | +4.8% |
| YTD | -4.3% | -5.8% | +1.5% | -2.7% |
| 1Y | +0.8% | +3.1% | -2.3% | +2.0% |
| 3Y | +102.2% | +103.4% | -1.2% | +83.9% |
| 5Y | +89.4% | +125.5% | -36.2% | +54.2% |
| All | +89.4% | +125.5% | -36.2% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling