+496.1%
TER vs GLDM
+219.1%
+277.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | -20.5% | +4.7% | -25.1% | -22.3% |
| 30D | -47.0% | -0.9% | -46.1% | -46.8% |
| 3M | -43.3% | -4.3% | -39.0% | -42.2% |
| 6M | -42.9% | -13.4% | -29.5% | -39.3% |
| YTD | +12.9% | -5.8% | +18.7% | +18.0% |
| 1Y | +18.2% | +2.1% | +16.1% | +21.0% |
| 3Y | +151.8% | +105.0% | +46.8% | +104.9% |
| 5Y | +54.2% | +122.5% | -68.3% | +19.9% |
| All | +496.1% | +219.1% | +277.0% | +390.8% |
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