+842.8%
SOXX vs GLDM
+241.3%
+601.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +1.4% | -2.0% | +3.4% | +2.0% |
| 30D | -3.6% | -1.5% | -2.1% | -3.2% |
| 3M | -10.2% | +3.3% | -13.5% | -11.2% |
| 6M | +54.2% | -16.2% | +70.4% | +61.6% |
| YTD | +75.2% | +0.7% | +74.5% | +75.2% |
| 1Y | +107.5% | +19.4% | +88.1% | +98.8% |
| 3Y | +226.8% | +125.5% | +101.3% | +163.1% |
| 5Y | +251.2% | +142.0% | +109.2% | +172.6% |
| All | +842.8% | +241.3% | +601.6% | +685.0% |
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