+67.7%
T vs GLDM
+143.3%
-75.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.9% |
| 7D | -1.3% | -0.5% | -0.7% | -1.3% |
| 30D | +11.4% | +4.4% | +7.0% | +11.2% |
| 3M | +14.3% | -1.1% | +15.4% | +14.4% |
| 6M | -9.3% | -13.7% | +4.4% | -8.6% |
| YTD | +7.1% | +2.8% | +4.3% | +5.8% |
| 1Y | -9.1% | +24.8% | -33.9% | -12.3% |
| 3Y | +105.3% | +127.8% | -22.5% | +77.1% |
| All | +67.7% | +143.3% | -75.6% | +39.0% |
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 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