+168.9%
XLI vs GLDM
+225.0%
-56.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +2.0% | +3.6% |
| 7D | -0.5% | +5.0% | -5.5% | -1.1% |
| 30D | -0.2% | -1.3% | +1.1% | -0.1% |
| 3M | -8.6% | -4.7% | -3.9% | -8.1% |
| 6M | -2.0% | -12.4% | +10.4% | -0.7% |
| YTD | +9.7% | -4.1% | +13.8% | +10.2% |
| 1Y | +11.4% | +3.3% | +8.1% | +11.2% |
| 3Y | +74.2% | +110.9% | -36.7% | +62.8% |
| 5Y | +70.0% | +124.8% | -54.8% | +56.4% |
| All | +168.9% | +225.0% | -56.2% | +170.5% |
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