+295.8%
NDAQ vs GLDM
+221.7%
+74.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -2.7% |
| 7D | +1.2% | +1.9% | -0.7% | +1.0% |
| 30D | +15.8% | -1.7% | +17.5% | +15.9% |
| 3M | +13.4% | -3.5% | +16.9% | +13.7% |
| 6M | +20.9% | -10.1% | +30.9% | +21.9% |
| YTD | +11.1% | -5.0% | +16.2% | +10.9% |
| 1Y | +26.5% | +2.8% | +23.7% | +24.9% |
| 3Y | +121.5% | +105.1% | +16.4% | +94.3% |
| 5Y | +61.3% | +124.3% | -63.0% | +37.3% |
| All | +295.8% | +221.7% | +74.1% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling