-16.0%
OXY vs GLDM
+212.7%
-228.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | -0.2% | -2.0% | +1.8% | -0.1% |
| 30D | -6.4% | -4.4% | -1.9% | -6.2% |
| 3M | -2.6% | -8.8% | +6.2% | -2.3% |
| 6M | +4.8% | -15.9% | +20.6% | +5.8% |
| YTD | +41.2% | -7.7% | +48.8% | +41.0% |
| 1Y | +39.5% | -3.6% | +43.1% | +38.6% |
| 3Y | -0.8% | +105.2% | -106.1% | -7.8% |
| 5Y | +91.6% | +112.8% | -21.2% | +76.1% |
| All | -16.0% | +212.7% | -228.8% | -11.1% |
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