+150.5%
OXY vs GLDM
+143.3%
+7.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +11.6% | +4.4% | +7.2% | +10.7% |
| 3M | +2.8% | -1.1% | +3.9% | +3.0% |
| 6M | +13.0% | -13.7% | +26.7% | +17.0% |
| YTD | +47.4% | +2.8% | +44.6% | +43.4% |
| 1Y | +31.5% | +24.8% | +6.6% | +18.8% |
| 3Y | -1.9% | +127.8% | -129.8% | -33.6% |
| All | +150.5% | +143.3% | +7.2% | +65.7% |
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