+18.9%
NET vs GLDM
-11.0%
+29.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.2% | -4.4% |
| 7D | -16.4% | -0.3% | -16.1% | -16.0% |
| 30D | -25.8% | -1.9% | -24.0% | -24.8% |
| 3M | -11.5% | -0.4% | -11.1% | -12.2% |
| 6M | +18.9% | -10.1% | +29.0% | +29.0% |
| All | +18.9% | -11.0% | +29.9% | +29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling