+55.7%
T vs GLDM
+125.6%
-69.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | +1.7% | +5.0% | -3.3% | +1.6% |
| 30D | -1.7% | -1.3% | -0.4% | -1.7% |
| 3M | -7.3% | -4.7% | -2.6% | -7.3% |
| 6M | -11.2% | -12.4% | +1.2% | -10.8% |
| YTD | -8.1% | -4.1% | -4.0% | -9.2% |
| 1Y | -8.0% | +3.3% | -11.4% | -9.8% |
| 3Y | +62.1% | +110.9% | -48.8% | +38.7% |
| 5Y | +55.7% | +124.8% | -69.1% | +24.7% |
| All | +55.7% | +125.6% | -69.9% | +24.7% |
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