+65.4%
SLB vs GLDM
+126.2%
-60.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.6% | -4.0% |
| 7D | -7.7% | +1.9% | -9.6% | -8.3% |
| 30D | -0.7% | -1.7% | +1.0% | -0.3% |
| 3M | 0.0% | -3.5% | +3.5% | +0.8% |
| 6M | -10.4% | -10.1% | -0.4% | -7.8% |
| YTD | +31.5% | -5.0% | +36.5% | +31.6% |
| 1Y | +39.1% | +2.8% | +36.4% | +35.4% |
| 3Y | -5.7% | +105.1% | -110.8% | -35.0% |
| 5Y | +65.4% | +124.3% | -58.9% | +12.5% |
| All | +65.4% | +126.2% | -60.7% | +12.5% |
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 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