+144.0%
OKE vs GLDM
+141.3%
+2.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.4% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +12.8% | +0.3% | +12.5% | +12.7% |
| 3M | +11.9% | +0.7% | +11.2% | +11.8% |
| 6M | +14.9% | -15.4% | +30.3% | +18.3% |
| YTD | +37.7% | +1.0% | +36.7% | +36.0% |
| 1Y | +44.1% | +19.7% | +24.3% | +35.9% |
| 3Y | +75.3% | +126.5% | -51.3% | +31.1% |
| 5Y | +144.0% | +142.5% | +1.5% | +75.8% |
| All | +144.0% | +141.3% | +2.8% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling