+202.8%
TER vs GLDM
+143.3%
+59.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.9% |
| 7D | +0.6% | -0.5% | +1.2% | +0.9% |
| 30D | -8.3% | +4.4% | -12.7% | -10.3% |
| 3M | -12.2% | -1.1% | -11.2% | -11.8% |
| 6M | +17.1% | -13.7% | +30.7% | +23.8% |
| YTD | +84.7% | +2.8% | +81.9% | +86.8% |
| 1Y | +199.9% | +24.8% | +175.1% | +189.0% |
| 3Y | +232.8% | +127.8% | +104.9% | +158.5% |
| All | +202.8% | +143.3% | +59.6% | +110.6% |
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