+155.1%
XLF vs GLDM
+216.5%
-61.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +0.5% |
| 7D | +1.9% | +2.9% | -0.9% | +1.9% |
| 30D | +6.5% | -3.9% | +10.4% | +6.5% |
| 3M | +1.2% | -8.1% | +9.3% | +1.2% |
| 6M | +14.6% | -14.7% | +29.3% | +14.4% |
| YTD | +7.7% | -6.6% | +14.3% | +7.8% |
| 1Y | +11.8% | -2.1% | +13.8% | +12.0% |
| 3Y | +80.1% | +107.7% | -27.6% | +83.1% |
| 5Y | +59.0% | +116.5% | -57.5% | +60.1% |
| All | +155.1% | +216.5% | -61.4% | +188.2% |
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