+129.5%
XLC vs GLDM
+219.1%
-89.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +4.9% | +4.7% | +0.2% | +4.3% |
| 30D | -5.8% | -0.9% | -5.0% | -5.7% |
| 3M | -5.4% | -4.3% | -1.1% | -5.1% |
| 6M | -10.2% | -13.4% | +3.2% | -8.8% |
| YTD | -10.2% | -5.8% | -4.4% | -10.1% |
| 1Y | -5.6% | +2.1% | -7.7% | -6.5% |
| 3Y | +61.0% | +105.0% | -44.0% | +42.8% |
| 5Y | +35.2% | +122.5% | -87.3% | +16.9% |
| All | +129.5% | +219.1% | -89.6% | +108.7% |
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 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