+227.4%
SOXX vs GLDM
+126.1%
+101.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +2.3% |
| 7D | +5.6% | +0.7% | +4.9% | +5.3% |
| 30D | -2.7% | +0.3% | -3.1% | -3.0% |
| 3M | -7.5% | +0.7% | -8.2% | -8.0% |
| 6M | +63.5% | -15.4% | +78.9% | +70.7% |
| YTD | +75.7% | +1.0% | +74.6% | +76.5% |
| 1Y | +113.3% | +19.7% | +93.6% | +106.5% |
| 3Y | +227.4% | +126.5% | +100.9% | +186.6% |
| All | +227.4% | +126.1% | +101.3% | +186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling