+153.3%
XLF vs GLDM
+248.1%
-94.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | +11.7% | -1.1% | +12.8% | +11.7% |
| 6M | +13.8% | -13.7% | +27.5% | +13.6% |
| YTD | +7.0% | +2.8% | +4.2% | +7.1% |
| 1Y | +9.1% | +24.8% | -15.7% | +9.8% |
| 3Y | +75.6% | +127.8% | -52.2% | +78.5% |
| 5Y | +66.4% | +141.1% | -74.7% | +67.9% |
| All | +153.3% | +248.1% | -94.8% | +186.3% |
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