+13.6%
TER vs GLDM
+2.8%
+10.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.1% | -16.0% |
| 7D | -28.2% | +1.9% | -30.1% | -29.5% |
| 30D | -50.6% | -1.7% | -48.9% | -49.8% |
| 3M | -45.3% | -3.5% | -41.8% | -43.8% |
| 6M | -40.4% | -10.1% | -30.3% | -34.4% |
| YTD | +10.0% | -5.0% | +15.1% | +17.9% |
| 1Y | +13.6% | +2.8% | +10.8% | +14.8% |
| All | +13.6% | +2.8% | +10.8% | +14.8% |
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 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