-28.6%
U vs GLDM
+108.8%
-137.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | +0.8% | +14.1% | +14.5% |
| 7D | +24.3% | +1.9% | +22.4% | +23.3% |
| 30D | +8.6% | -1.7% | +10.3% | +9.6% |
| 3M | +37.6% | -3.5% | +41.1% | +39.7% |
| 6M | +78.5% | -10.1% | +88.6% | +86.7% |
| YTD | +10.5% | -5.0% | +15.5% | +15.3% |
| 1Y | +15.2% | +2.8% | +12.4% | +16.8% |
| 3Y | +76.6% | +105.1% | -28.6% | +29.1% |
| 5Y | -67.9% | +124.3% | -192.2% | -78.5% |
| All | -28.6% | +108.8% | -137.4% | -47.1% |
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