+30.9%
XLB vs GLDM
+125.6%
-94.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.4% |
| 7D | -1.4% | +5.0% | -6.3% | -2.7% |
| 30D | +7.1% | -1.3% | +8.4% | +7.4% |
| 3M | +0.6% | -4.7% | +5.3% | +1.8% |
| 6M | +3.5% | -12.4% | +15.9% | +7.1% |
| YTD | +18.2% | -4.1% | +22.3% | +18.6% |
| 1Y | +25.6% | +3.3% | +22.3% | +23.4% |
| 3Y | +46.7% | +110.9% | -64.3% | +12.3% |
| 5Y | +30.9% | +124.8% | -93.9% | -9.3% |
| All | +30.9% | +125.6% | -94.7% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling