+113.1%
XLB vs GLDM
+248.1%
-135.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -0.4% | +4.4% | -4.8% | -1.5% |
| 3M | +2.0% | -1.1% | +3.0% | +2.1% |
| 6M | +1.8% | -13.7% | +15.5% | +5.2% |
| YTD | +16.6% | +2.8% | +13.8% | +15.2% |
| 1Y | +16.9% | +24.8% | -7.9% | +10.1% |
| 3Y | +32.6% | +127.8% | -95.3% | +6.4% |
| 5Y | +35.6% | +141.1% | -105.5% | +5.9% |
| All | +113.1% | +248.1% | -135.0% | +61.7% |
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 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