+481.7%
XLK vs GLDM
+245.4%
+236.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.3% | +0.2% | +2.2% | +2.3% |
| 30D | +0.8% | +0.3% | +0.6% | +0.7% |
| 3M | +4.1% | +3.3% | +0.8% | +3.3% |
| 6M | +34.8% | -14.5% | +49.2% | +37.8% |
| YTD | +30.8% | +1.9% | +28.9% | +30.1% |
| 1Y | +42.4% | +21.1% | +21.3% | +37.6% |
| 3Y | +121.8% | +128.6% | -6.8% | +90.6% |
| 5Y | +146.6% | +143.8% | +2.8% | +106.4% |
| All | +481.7% | +245.4% | +236.4% | +431.1% |
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 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