+158.6%
XLI vs GLDM
+221.7%
-63.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -5.0% | -4.2% |
| 7D | -4.5% | +1.9% | -6.4% | -4.7% |
| 30D | -5.3% | -1.7% | -3.6% | -5.1% |
| 3M | -12.6% | -3.5% | -9.0% | -12.3% |
| 6M | -5.3% | -10.1% | +4.8% | -4.3% |
| YTD | +5.6% | -5.0% | +10.6% | +6.2% |
| 1Y | +7.3% | +2.8% | +4.5% | +7.2% |
| 3Y | +66.7% | +105.1% | -38.4% | +56.2% |
| 5Y | +64.6% | +124.3% | -59.7% | +51.6% |
| All | +158.6% | +221.7% | -63.0% | +160.5% |
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 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