+172.2%
XLI vs GLDM
+212.7%
-40.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +0.9% | -2.0% | +2.8% | +1.1% |
| 30D | +1.1% | -4.4% | +5.5% | +1.6% |
| 3M | -7.7% | -8.8% | +1.2% | -6.8% |
| 6M | -1.8% | -15.9% | +14.1% | -0.1% |
| YTD | +11.1% | -7.7% | +18.8% | +12.1% |
| 1Y | +12.1% | -3.6% | +15.7% | +12.7% |
| 3Y | +73.8% | +105.2% | -31.4% | +63.1% |
| 5Y | +73.8% | +112.8% | -39.0% | +60.7% |
| All | +172.2% | +212.7% | -40.6% | +175.0% |
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