+136.0%
XLC vs GLDM
+216.5%
-80.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.7% |
| 7D | +6.2% | +2.9% | +3.4% | +5.9% |
| 30D | -2.4% | -3.9% | +1.5% | -2.0% |
| 3M | -3.3% | -8.1% | +4.8% | -2.5% |
| 6M | -7.3% | -14.7% | +7.4% | -5.7% |
| YTD | -7.6% | -6.6% | -1.0% | -7.4% |
| 1Y | -3.7% | -2.1% | -1.6% | -4.1% |
| 3Y | +62.9% | +107.7% | -44.8% | +44.2% |
| 5Y | +41.6% | +116.5% | -74.8% | +22.9% |
| All | +136.0% | +216.5% | -80.5% | +114.9% |
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