-11.4%
W vs GLDM
+248.1%
-259.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | -4.2% | -0.5% | -3.6% | -3.9% |
| 30D | -7.6% | +4.4% | -12.0% | -9.6% |
| 3M | +37.2% | -1.1% | +38.2% | +37.8% |
| 6M | +26.3% | -13.7% | +40.0% | +35.8% |
| YTD | -1.0% | +2.8% | -3.7% | -4.5% |
| 1Y | +20.1% | +24.8% | -4.8% | +3.1% |
| 3Y | +37.8% | +127.8% | -90.0% | -27.3% |
| 5Y | -63.7% | +141.1% | -204.8% | -82.2% |
| All | -11.4% | +248.1% | -259.5% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling