+77.6%
V vs GLDM
+104.2%
-26.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +2.2% | +4.7% | -2.5% | +2.2% |
| 30D | +13.6% | -0.9% | +14.4% | +13.5% |
| 3M | +14.3% | -4.3% | +18.6% | +14.2% |
| 6M | +33.1% | -13.4% | +46.5% | +32.9% |
| YTD | +21.2% | -5.8% | +27.0% | +21.4% |
| 1Y | +26.4% | +2.1% | +24.4% | +26.6% |
| 3Y | +77.6% | +105.0% | -27.4% | +68.9% |
| All | +77.6% | +104.2% | -26.6% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling