+122.3%
RF vs GLDM
+219.0%
-96.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.7% |
| 7D | +2.3% | -0.3% | +2.5% | +2.2% |
| 30D | +7.2% | -1.9% | +9.1% | +7.1% |
| 3M | -8.2% | -0.4% | -7.8% | -8.2% |
| 6M | +7.0% | -10.1% | +17.1% | +6.5% |
| YTD | +10.3% | -5.8% | +16.1% | +10.7% |
| 1Y | +25.1% | +3.1% | +22.0% | +27.0% |
| 3Y | +110.3% | +103.4% | +6.9% | +130.6% |
| 5Y | +47.1% | +125.5% | -78.4% | +62.6% |
| All | +122.3% | +219.0% | -96.7% | +175.8% |
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