-53.3%
W vs GLDM
+116.0%
-169.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.5% |
| 7D | +1.1% | +2.9% | -1.8% | 0.0% |
| 30D | +6.4% | -3.9% | +10.3% | +8.3% |
| 3M | +9.0% | -8.1% | +17.1% | +13.0% |
| 6M | +69.8% | -14.7% | +84.5% | +81.1% |
| YTD | +12.1% | -6.6% | +18.6% | +13.8% |
| 1Y | 0.0% | -2.1% | +2.1% | -0.5% |
| 3Y | +160.3% | +107.7% | +52.7% | +51.8% |
| 5Y | -53.3% | +116.5% | -169.8% | -74.8% |
| All | -53.3% | +116.0% | -169.3% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling