+18.4%
U vs GLDM
+2.8%
+15.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.2% | +2.4% |
| 7D | +7.5% | -0.3% | +7.8% | +7.7% |
| 30D | -7.0% | -1.9% | -5.2% | -5.8% |
| 3M | +20.6% | -0.4% | +21.0% | +20.2% |
| 6M | +53.2% | -10.1% | +63.2% | +63.2% |
| YTD | -3.9% | -5.8% | +2.0% | +5.5% |
| 1Y | +18.4% | +3.1% | +15.3% | +3.5% |
| All | +18.4% | +2.8% | +15.6% | +3.5% |
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 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