+358.4%
ORLY vs GLDM
+242.2%
+116.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.2% |
| 7D | -2.3% | +0.7% | -3.1% | -2.4% |
| 30D | -8.2% | +0.3% | -8.5% | -8.2% |
| 3M | -3.5% | +0.7% | -4.2% | -3.6% |
| 6M | -9.2% | -15.4% | +6.2% | -7.9% |
| YTD | -5.8% | +1.0% | -6.8% | -5.7% |
| 1Y | -19.3% | +19.7% | -39.0% | -20.2% |
| 3Y | +34.4% | +126.5% | -92.1% | +25.8% |
| 5Y | +117.8% | +142.5% | -24.6% | +101.0% |
| All | +358.4% | +242.2% | +116.2% | +344.8% |
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 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