+54.6%
XLE vs GLDM
+128.8%
-74.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +11.8% | +4.4% | +7.4% | +11.4% |
| 3M | +9.8% | -1.1% | +10.9% | +10.1% |
| 6M | +15.6% | -13.7% | +29.2% | +17.9% |
| YTD | +45.3% | +2.8% | +42.5% | +43.2% |
| 1Y | +48.3% | +24.8% | +23.5% | +40.9% |
| All | +54.6% | +128.8% | -74.1% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling