+145.6%
W vs GLDM
+105.8%
+39.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.8% | -9.1% | -8.5% |
| 7D | -5.6% | +1.9% | -7.5% | -6.2% |
| 30D | +7.5% | -1.7% | +9.2% | +8.1% |
| 3M | +5.4% | -3.5% | +8.9% | +6.7% |
| 6M | +79.4% | -10.1% | +89.5% | +85.2% |
| YTD | +12.9% | -5.0% | +18.0% | +15.0% |
| 1Y | +12.4% | +2.8% | +9.6% | +12.9% |
| All | +145.6% | +105.8% | +39.7% | +36.2% |
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