+135.6%
XLE vs GLDM
+219.1%
-83.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -12.0% | +4.7% | -16.7% | -12.4% |
| 30D | -2.7% | -0.9% | -1.9% | -2.7% |
| 3M | +6.6% | -4.3% | +10.9% | +6.9% |
| 6M | +9.5% | -13.4% | +22.9% | +11.2% |
| YTD | +40.6% | -5.8% | +46.4% | +40.1% |
| 1Y | +43.6% | +2.1% | +41.5% | +41.2% |
| 3Y | +58.1% | +105.0% | -46.9% | +36.7% |
| 5Y | +152.2% | +122.5% | +29.7% | +114.3% |
| All | +135.6% | +219.1% | -83.5% | +113.8% |
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