+16.7%
U vs GLDM
-1.4%
+18.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.4% |
| 7D | +24.4% | +2.9% | +21.5% | +22.3% |
| 30D | +7.4% | -3.9% | +11.3% | +10.2% |
| 3M | +16.8% | -8.1% | +24.9% | +22.5% |
| 6M | +78.8% | -14.7% | +93.5% | +95.6% |
| YTD | +14.0% | -6.6% | +20.6% | +35.9% |
| 1Y | +16.7% | -2.1% | +18.8% | +35.3% |
| All | +16.7% | -1.4% | +18.1% | +35.3% |
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