+62.8%
META vs GLDM
+143.3%
-80.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | -1.6% | -1.1% | -0.6% | -1.5% |
| 6M | -7.5% | -13.7% | +6.2% | -6.2% |
| YTD | -6.4% | +2.8% | -9.2% | -6.0% |
| 1Y | -17.3% | +24.8% | -42.2% | -18.2% |
| 3Y | +109.9% | +127.8% | -17.9% | +87.5% |
| All | +62.8% | +143.3% | -80.5% | +31.3% |
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