+32.9%
W vs GLDM
+128.8%
-95.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -4.2% | -0.5% | -3.6% | -4.0% |
| 30D | -7.6% | +4.4% | -12.0% | -8.6% |
| 3M | +37.2% | -1.1% | +38.2% | +37.3% |
| 6M | +26.3% | -13.7% | +40.0% | +29.2% |
| YTD | -1.0% | +2.8% | -3.7% | -1.2% |
| 1Y | +20.1% | +24.8% | -4.8% | +17.6% |
| All | +32.9% | +128.8% | -95.8% | -2.8% |
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