+135.6%
XLE vs GLDM
+221.7%
-86.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.0% |
| 7D | -10.3% | +1.9% | -12.2% | -10.5% |
| 30D | -3.3% | -1.7% | -1.6% | -3.2% |
| 3M | +8.2% | -3.5% | +11.7% | +8.5% |
| 6M | +5.0% | -10.1% | +15.1% | +6.1% |
| YTD | +40.6% | -5.0% | +45.6% | +40.0% |
| 1Y | +45.0% | +2.8% | +42.2% | +42.6% |
| 3Y | +56.3% | +105.1% | -48.8% | +35.3% |
| 5Y | +152.2% | +124.3% | +27.9% | +114.2% |
| All | +135.6% | +221.7% | -86.1% | +113.7% |
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