+21.4%
XLB vs GLDM
-8.0%
+29.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.5% | -4.6% | +5.2% | +2.0% |
| 30D | +5.2% | -5.5% | +10.6% | +6.9% |
| 3M | +0.3% | -10.9% | +11.2% | +3.7% |
| 6M | +1.2% | -17.3% | +18.5% | +6.7% |
| YTD | +16.6% | -10.2% | +26.8% | +17.6% |
| 1Y | +21.4% | -6.9% | +28.4% | +18.1% |
| All | +21.4% | -8.0% | +29.4% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling