+164.3%
SOXX vs GLDM
+115.4%
+48.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.9% |
| 7D | -5.4% | +2.9% | -8.3% | -6.6% |
| 30D | -21.4% | -3.9% | -17.5% | -20.1% |
| 3M | -16.9% | -8.1% | -8.7% | -14.2% |
| 6M | -15.4% | -14.7% | -0.7% | -10.7% |
| YTD | +46.3% | -6.6% | +52.9% | +50.7% |
| 1Y | +46.1% | -2.1% | +48.1% | +48.5% |
| 3Y | +171.2% | +107.7% | +63.6% | +118.2% |
| All | +164.3% | +115.4% | +48.8% | +97.7% |
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