+64.1%
XLI vs GLDM
+121.8%
-57.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.8% | +4.7% | -7.5% | -3.5% |
| 30D | -3.1% | -0.9% | -2.2% | -3.0% |
| 3M | -11.7% | -4.3% | -7.4% | -11.2% |
| 6M | -7.6% | -13.4% | +5.8% | -5.8% |
| YTD | +5.7% | -5.8% | +11.5% | +6.4% |
| 1Y | +7.8% | +2.1% | +5.8% | +7.6% |
| 3Y | +67.4% | +105.0% | -37.6% | +48.2% |
| All | +64.1% | +121.8% | -57.6% | +35.2% |
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