-0.4%
W vs GLDM
+219.1%
-219.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -3.6% | +4.7% | -8.3% | -5.9% |
| 30D | +7.0% | -0.9% | +7.8% | +7.5% |
| 3M | +7.4% | -4.3% | +11.7% | +9.8% |
| 6M | +69.3% | -13.4% | +82.7% | +82.3% |
| YTD | +11.3% | -5.8% | +17.1% | +12.3% |
| 1Y | +13.2% | +2.1% | +11.2% | +9.2% |
| 3Y | +142.0% | +105.0% | +37.0% | +35.9% |
| 5Y | -54.6% | +122.5% | -177.1% | -76.8% |
| All | -0.4% | +219.1% | -219.5% | -40.1% |
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