+143.4%
XLE vs GLDM
+248.1%
-104.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 3M | +9.8% | -1.1% | +10.9% | +9.9% |
| 6M | +15.6% | -13.7% | +29.2% | +17.8% |
| YTD | +45.3% | +2.8% | +42.5% | +43.6% |
| 1Y | +48.3% | +24.8% | +23.5% | +41.8% |
| 3Y | +55.4% | +127.8% | -72.4% | +32.8% |
| 5Y | +216.1% | +141.1% | +74.9% | +166.5% |
| All | +143.4% | +248.1% | -104.7% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling