+40.7%
XLC vs GLDM
+107.1%
-66.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +3.7% | -4.6% | +8.3% | +4.3% |
| 30D | -1.9% | -5.5% | +3.5% | -1.3% |
| 3M | -3.1% | -10.9% | +7.8% | -2.0% |
| 6M | -6.4% | -17.3% | +11.0% | -4.5% |
| YTD | -6.8% | -10.2% | +3.3% | -6.3% |
| 1Y | -1.7% | -6.9% | +5.2% | -1.6% |
| 3Y | +64.7% | +98.7% | -34.0% | +43.9% |
| All | +40.7% | +107.1% | -66.4% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling