+301.9%
NDAQ vs GLDM
+204.4%
+97.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.3% | -4.6% | +5.9% | +1.7% |
| 30D | +18.0% | -5.5% | +23.4% | +18.5% |
| 3M | +11.5% | -10.9% | +22.4% | +12.7% |
| 6M | +21.1% | -17.3% | +38.4% | +23.1% |
| YTD | +12.8% | -10.2% | +23.0% | +13.1% |
| 1Y | +25.7% | -6.9% | +32.6% | +25.5% |
| 3Y | +116.8% | +98.7% | +18.2% | +90.5% |
| 5Y | +67.3% | +106.7% | -39.5% | +43.9% |
| All | +301.9% | +204.4% | +97.5% | +265.3% |
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 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