+116.5%
XLB vs GLDM
+212.7%
-96.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.6% | -2.0% | +0.3% | -1.2% |
| 30D | +7.2% | -4.4% | +11.7% | +8.4% |
| 3M | 0.0% | -8.8% | +8.9% | +2.3% |
| 6M | +2.3% | -15.9% | +18.2% | +6.6% |
| YTD | +18.4% | -7.7% | +26.1% | +20.1% |
| 1Y | +23.3% | -3.6% | +26.9% | +23.8% |
| 3Y | +45.2% | +105.2% | -60.1% | +19.7% |
| 5Y | +31.0% | +112.8% | -81.8% | +5.3% |
| All | +116.5% | +212.7% | -96.3% | +68.7% |
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