+88.3%
RF vs GLDM
+128.8%
-40.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | -3.6% | +4.4% | -8.0% | -3.7% |
| 3M | +8.1% | -1.1% | +9.1% | +8.3% |
| 6M | +11.5% | -13.7% | +25.1% | +12.0% |
| YTD | +15.6% | +2.8% | +12.8% | +16.0% |
| 1Y | +15.7% | +24.8% | -9.2% | +16.5% |
| All | +88.3% | +128.8% | -40.5% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling