+112.1%
OKE vs GLDM
+216.5%
-104.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.3% | +1.8% |
| 7D | -5.0% | +2.9% | -7.8% | -5.2% |
| 30D | -1.6% | -3.9% | +2.3% | -1.3% |
| 3M | -2.2% | -8.1% | +5.9% | -1.7% |
| 6M | +5.0% | -14.7% | +19.7% | +6.5% |
| YTD | +24.8% | -6.6% | +31.4% | +24.6% |
| 1Y | +35.1% | -2.1% | +37.1% | +34.0% |
| 3Y | +57.5% | +107.7% | -50.2% | +36.7% |
| 5Y | +81.5% | +116.5% | -34.9% | +54.6% |
| All | +112.1% | +216.5% | -104.4% | +95.5% |
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