+159.0%
XLI vs GLDM
+219.1%
-60.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.8% | +4.7% | -7.5% | -3.4% |
| 30D | -3.1% | -0.9% | -2.2% | -3.0% |
| 3M | -11.7% | -4.3% | -7.4% | -11.3% |
| 6M | -7.6% | -13.4% | +5.8% | -6.2% |
| YTD | +5.7% | -5.8% | +11.5% | +6.4% |
| 1Y | +7.8% | +2.1% | +5.8% | +7.8% |
| 3Y | +67.4% | +105.0% | -37.6% | +56.9% |
| 5Y | +64.8% | +122.5% | -57.7% | +52.0% |
| All | +159.0% | +219.1% | -60.1% | +161.1% |
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