+177.1%
W vs GLDM
+105.4%
+71.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | -7.4% | -2.0% | -5.4% | -6.7% |
| 30D | +7.8% | -4.4% | +12.2% | +9.5% |
| 3M | +10.9% | -8.8% | +19.7% | +14.5% |
| 6M | +86.4% | -15.9% | +102.3% | +96.4% |
| YTD | +14.0% | -7.7% | +21.6% | +17.3% |
| 1Y | +3.5% | -3.6% | +7.1% | +5.6% |
| All | +177.1% | +105.4% | +71.7% | +46.0% |
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