+63.7%
T vs GLDM
+219.1%
-155.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +1.0% | +4.7% | -3.6% | +1.0% |
| 30D | -10.6% | -0.9% | -9.7% | -10.6% |
| 3M | -7.7% | -4.3% | -3.4% | -7.8% |
| 6M | -13.3% | -13.4% | +0.1% | -13.1% |
| YTD | -8.8% | -5.8% | -3.0% | -9.3% |
| 1Y | -8.4% | +2.1% | -10.5% | -9.4% |
| 3Y | +59.6% | +105.0% | -45.4% | +49.7% |
| 5Y | +52.1% | +122.5% | -70.4% | +41.2% |
| All | +63.7% | +219.1% | -155.4% | +67.7% |
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 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