+129.7%
XEL vs GLDM
+212.7%
-83.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +0.7% | -2.0% | +2.7% | +1.1% |
| 30D | +9.3% | -4.4% | +13.8% | +10.2% |
| 3M | +5.3% | -8.8% | +14.1% | +6.9% |
| 6M | +2.2% | -15.9% | +18.1% | +5.4% |
| YTD | +12.3% | -7.7% | +20.0% | +12.8% |
| 1Y | +3.0% | -3.6% | +6.6% | +2.3% |
| 3Y | +51.6% | +105.2% | -53.7% | +22.1% |
| 5Y | +50.0% | +112.8% | -62.8% | +18.5% |
| All | +129.7% | +212.7% | -83.0% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling