+9.6%
XLF vs GLDM
+20.2%
-10.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | +0.2% | +0.7% | -0.6% | +0.2% |
| 30D | -0.5% | +0.3% | -0.8% | -0.5% |
| 3M | +10.6% | +0.7% | +9.9% | +10.5% |
| 6M | +14.3% | -15.4% | +29.7% | +14.7% |
| YTD | +5.5% | +1.0% | +4.5% | +4.5% |
| 1Y | +9.6% | +19.7% | -10.2% | +9.6% |
| All | +9.6% | +20.2% | -10.6% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling