-4.7%
SLB vs GLDM
+219.1%
-223.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -7.1% | +4.7% | -11.8% | -7.9% |
| 30D | +4.1% | -0.9% | +4.9% | +4.2% |
| 3M | -2.6% | -4.3% | +1.7% | -1.9% |
| 6M | -8.6% | -13.4% | +4.8% | -6.2% |
| YTD | +32.2% | -5.8% | +38.0% | +33.3% |
| 1Y | +40.7% | +2.1% | +38.6% | +39.8% |
| 3Y | -4.5% | +105.0% | -109.5% | -16.7% |
| 5Y | +66.4% | +122.5% | -56.1% | +43.2% |
| All | -4.7% | +219.1% | -223.8% | -13.4% |
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