+56.2%
OKE vs GLDM
+111.5%
-55.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.9% |
| 7D | -7.1% | +5.0% | -12.0% | -7.0% |
| 30D | -3.2% | -1.3% | -1.9% | -3.1% |
| 3M | +0.6% | -4.7% | +5.3% | +0.7% |
| 6M | +3.3% | -12.4% | +15.7% | +4.3% |
| YTD | +22.8% | -4.1% | +26.8% | +22.5% |
| 1Y | +32.5% | +3.3% | +29.1% | +30.9% |
| 3Y | +56.2% | +110.9% | -54.7% | +24.8% |
| All | +56.2% | +111.5% | -55.3% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling