+34.7%
XLC vs GLDM
+126.2%
-91.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +3.1% | +1.9% | +1.2% | +2.9% |
| 30D | -6.5% | -1.7% | -4.9% | -6.4% |
| 3M | -5.6% | -3.5% | -2.0% | -5.3% |
| 6M | -9.2% | -10.1% | +0.8% | -8.3% |
| YTD | -10.6% | -5.0% | -5.5% | -10.6% |
| 1Y | -6.9% | +2.8% | -9.6% | -7.8% |
| 3Y | +59.9% | +105.1% | -45.2% | +39.6% |
| 5Y | +34.7% | +124.3% | -89.6% | +8.0% |
| All | +34.7% | +126.2% | -91.5% | +8.0% |
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