+137.9%
XLC vs GLDM
+212.7%
-74.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +3.5% | -2.0% | +5.4% | +3.7% |
| 30D | -2.6% | -4.4% | +1.9% | -2.1% |
| 3M | -2.1% | -8.8% | +6.8% | -1.1% |
| 6M | -5.5% | -15.9% | +10.4% | -3.7% |
| YTD | -6.9% | -7.7% | +0.8% | -6.6% |
| 1Y | -3.7% | -3.6% | -0.1% | -3.9% |
| 3Y | +64.2% | +105.2% | -41.0% | +45.5% |
| 5Y | +43.0% | +112.8% | -69.7% | +24.4% |
| All | +137.9% | +212.7% | -74.9% | +116.8% |
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