+168.7%
XLI vs GLDM
+204.4%
-35.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.8% | -4.6% | +8.4% | +4.3% |
| 30D | +1.0% | -5.5% | +6.5% | +1.7% |
| 3M | -8.9% | -10.9% | +2.0% | -7.8% |
| 6M | -2.3% | -17.3% | +15.0% | -0.4% |
| YTD | +9.7% | -10.2% | +19.8% | +11.0% |
| 1Y | +12.3% | -6.9% | +19.2% | +13.3% |
| 3Y | +71.5% | +98.7% | -27.2% | +61.4% |
| 5Y | +70.2% | +106.7% | -36.6% | +57.9% |
| All | +168.7% | +204.4% | -35.7% | +172.4% |
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 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