-9.4%
T vs GLDM
-6.3%
-3.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.7% |
| 7D | +1.6% | -5.5% | +7.2% | +1.0% |
| 30D | -2.9% | -7.0% | +4.1% | -3.7% |
| 3M | -7.5% | -12.3% | +4.8% | -8.7% |
| 6M | -9.9% | -17.9% | +8.0% | -11.3% |
| YTD | -6.4% | -10.3% | +3.8% | -11.3% |
| 1Y | -9.4% | -7.8% | -1.6% | -15.0% |
| All | -9.4% | -6.3% | -3.1% | -15.0% |
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 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