+875.3%
TER vs GLDM
+248.1%
+627.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.8% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | -8.3% | +4.4% | -12.7% | -10.1% |
| 3M | -12.2% | -1.1% | -11.2% | -11.9% |
| 6M | +17.0% | -13.7% | +30.7% | +23.4% |
| YTD | +84.6% | +2.8% | +81.8% | +85.7% |
| 1Y | +199.8% | +24.8% | +175.0% | +185.8% |
| 3Y | +232.8% | +127.8% | +104.9% | +158.9% |
| 5Y | +198.6% | +141.1% | +57.4% | +123.7% |
| All | +875.3% | +248.1% | +627.2% | +672.5% |
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