+21.2%
RF vs GLDM
+2.8%
+18.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.2% |
| 7D | -1.6% | +1.9% | -3.5% | -1.8% |
| 30D | +5.0% | -1.7% | +6.7% | +5.1% |
| 3M | -10.0% | -3.5% | -6.4% | -9.7% |
| 6M | +3.3% | -10.1% | +13.4% | +4.6% |
| YTD | +7.9% | -5.0% | +13.0% | +4.7% |
| 1Y | +21.2% | +2.8% | +18.5% | +14.5% |
| All | +21.2% | +2.8% | +18.4% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling