+296.9%
NDAQ vs GLDM
+219.1%
+77.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +0.8% | +4.7% | -3.8% | +0.4% |
| 30D | +16.5% | -0.9% | +17.4% | +16.6% |
| 3M | +13.5% | -4.3% | +17.8% | +13.9% |
| 6M | +20.9% | -13.4% | +34.3% | +22.4% |
| YTD | +11.4% | -5.8% | +17.2% | +11.2% |
| 1Y | +25.9% | +2.1% | +23.9% | +24.4% |
| 3Y | +119.9% | +105.0% | +14.8% | +92.8% |
| 5Y | +61.7% | +122.5% | -60.7% | +37.8% |
| All | +296.9% | +219.1% | +77.8% | +259.2% |
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 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