+80.1%
XLF vs GLDM
+99.6%
-19.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.6% |
| 7D | +1.2% | -5.5% | +6.7% | +1.5% |
| 30D | +6.2% | -7.0% | +13.2% | +6.5% |
| 3M | +0.9% | -12.3% | +13.1% | +1.4% |
| 6M | +13.6% | -17.9% | +31.6% | +14.4% |
| YTD | +7.6% | -10.3% | +17.9% | +7.9% |
| 1Y | +10.2% | -7.8% | +17.9% | +10.4% |
| All | +80.1% | +99.6% | -19.5% | +62.4% |
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