+481.1%
TER vs GLDM
+221.7%
+259.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.1% | -15.6% |
| 7D | -28.2% | +1.9% | -30.1% | -28.9% |
| 30D | -50.6% | -1.7% | -48.9% | -50.2% |
| 3M | -45.3% | -3.5% | -41.8% | -44.5% |
| 6M | -40.4% | -10.1% | -30.3% | -37.5% |
| YTD | +10.0% | -5.0% | +15.1% | +14.7% |
| 1Y | +13.6% | +2.8% | +10.8% | +16.0% |
| 3Y | +145.2% | +105.1% | +40.1% | +99.3% |
| 5Y | +50.4% | +124.3% | -73.9% | +16.5% |
| All | +481.1% | +221.7% | +259.5% | +376.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling