+67.4%
XLF vs GLDM
+143.3%
-75.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +0.2% | +4.4% | -4.2% | 0.0% |
| 3M | +11.7% | -1.1% | +12.8% | +11.7% |
| 6M | +13.8% | -13.7% | +27.5% | +14.0% |
| YTD | +7.0% | +2.8% | +4.2% | +6.7% |
| 1Y | +9.1% | +24.8% | -15.7% | +8.5% |
| 3Y | +75.6% | +127.8% | -52.2% | +69.1% |
| All | +67.4% | +143.3% | -75.8% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling