+1.0%
W vs GLDM
+221.7%
-220.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.8% | -9.1% | -8.7% |
| 7D | -5.6% | +1.9% | -7.5% | -6.5% |
| 30D | +7.5% | -1.7% | +9.2% | +8.5% |
| 3M | +5.4% | -3.5% | +8.9% | +7.4% |
| 6M | +79.4% | -10.1% | +89.5% | +89.6% |
| YTD | +12.9% | -5.0% | +18.0% | +13.5% |
| 1Y | +12.4% | +2.8% | +9.6% | +8.1% |
| 3Y | +128.5% | +105.1% | +23.4% | +28.6% |
| 5Y | -54.0% | +124.3% | -178.2% | -76.5% |
| All | +1.0% | +221.7% | -220.6% | -39.5% |
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