+113.7%
XLB vs GLDM
+221.7%
-108.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.8% | -3.1% |
| 7D | -0.4% | +1.9% | -2.3% | -0.9% |
| 30D | +5.2% | -1.7% | +6.9% | +5.6% |
| 3M | -0.1% | -3.5% | +3.4% | +0.6% |
| 6M | +2.4% | -10.1% | +12.5% | +4.9% |
| YTD | +16.9% | -5.0% | +21.9% | +17.7% |
| 1Y | +25.0% | +2.8% | +22.3% | +23.6% |
| 3Y | +40.7% | +105.1% | -64.4% | +15.9% |
| 5Y | +31.6% | +124.3% | -92.7% | +4.6% |
| All | +113.7% | +221.7% | -108.0% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling