-24.7%
U vs GLDM
+107.1%
-131.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.9% |
| 7D | +36.6% | +4.7% | +31.9% | +33.8% |
| 30D | +13.3% | -0.9% | +14.2% | +14.0% |
| 3M | +26.2% | -4.3% | +30.5% | +28.6% |
| 6M | +88.7% | -13.4% | +102.1% | +100.6% |
| YTD | +16.6% | -5.8% | +22.4% | +22.1% |
| 1Y | +29.0% | +2.1% | +26.9% | +31.1% |
| 3Y | +99.5% | +105.0% | -5.5% | +45.9% |
| 5Y | -66.1% | +122.5% | -188.6% | -77.3% |
| All | -24.7% | +107.1% | -131.8% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling