+112.1%
XLB vs GLDM
+219.1%
-107.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.5% | +4.7% | -6.2% | -2.6% |
| 30D | +6.1% | -0.9% | +6.9% | +6.2% |
| 3M | 0.0% | -4.3% | +4.3% | +1.0% |
| 6M | 0.0% | -13.4% | +13.3% | +3.4% |
| YTD | +16.0% | -5.8% | +21.8% | +17.1% |
| 1Y | +24.7% | +2.1% | +22.7% | +23.5% |
| 3Y | +40.4% | +105.0% | -64.7% | +15.7% |
| 5Y | +30.7% | +122.5% | -91.8% | +4.1% |
| All | +112.1% | +219.1% | -107.0% | +64.4% |
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