+701.7%
SOXX vs GLDM
+204.4%
+497.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +9.4% | -4.6% | +14.0% | +11.1% |
| 30D | -13.8% | -5.5% | -8.3% | -12.1% |
| 3M | -18.6% | -10.9% | -7.8% | -15.5% |
| 6M | -15.1% | -17.3% | +2.2% | -9.9% |
| YTD | +49.0% | -10.2% | +59.1% | +54.8% |
| 1Y | +55.3% | -6.9% | +62.2% | +59.8% |
| 3Y | +179.0% | +98.7% | +80.3% | +134.2% |
| 5Y | +166.5% | +106.7% | +59.8% | +117.1% |
| All | +701.7% | +204.4% | +497.4% | +593.4% |
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