+105.1%
SOXX vs GLDM
+18.4%
+86.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.9% |
| 7D | +3.0% | -3.4% | +6.4% | +4.7% |
| 30D | -3.1% | -1.1% | -2.0% | -2.7% |
| 3M | -4.4% | +5.9% | -10.3% | -7.1% |
| 6M | +52.9% | -16.9% | +69.8% | +62.2% |
| YTD | +72.0% | +0.2% | +71.8% | +74.3% |
| 1Y | +105.1% | +18.6% | +86.5% | +93.3% |
| All | +105.1% | +18.4% | +86.7% | +93.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling