+440.5%
XLK vs GLDM
+212.7%
+227.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.5% |
| 7D | -1.2% | -2.0% | +0.7% | -0.8% |
| 30D | -11.2% | -4.4% | -6.8% | -10.4% |
| 3M | -6.2% | -8.8% | +2.7% | -4.5% |
| 6M | -1.7% | -15.9% | +14.1% | +1.3% |
| YTD | +21.5% | -7.7% | +29.2% | +23.3% |
| 1Y | +19.6% | -3.6% | +23.2% | +20.5% |
| 3Y | +97.9% | +105.2% | -7.3% | +73.7% |
| 5Y | +118.9% | +112.8% | +6.1% | +88.0% |
| All | +440.5% | +212.7% | +227.8% | +403.1% |
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