+241.0%
V vs GLDM
+204.4%
+36.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.9% | -4.6% | +5.5% | +1.0% |
| 30D | +9.0% | -5.5% | +14.4% | +9.1% |
| 3M | +16.7% | -10.9% | +27.6% | +17.0% |
| 6M | +33.4% | -17.3% | +50.7% | +34.0% |
| YTD | +22.4% | -10.2% | +32.5% | +22.5% |
| 1Y | +27.7% | -6.9% | +34.6% | +27.6% |
| 3Y | +78.0% | +98.7% | -20.7% | +68.8% |
| 5Y | +108.5% | +106.7% | +1.8% | +95.0% |
| All | +241.0% | +204.4% | +36.7% | +235.1% |
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 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