+429.7%
XLK vs GLDM
+225.0%
+204.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.9% | +3.3% |
| 7D | -1.9% | +5.0% | -6.9% | -2.9% |
| 30D | -14.0% | -1.3% | -12.7% | -13.8% |
| 3M | -9.0% | -4.7% | -4.3% | -8.2% |
| 6M | -2.4% | -12.4% | +10.0% | -0.2% |
| YTD | +19.1% | -4.1% | +23.2% | +19.9% |
| 1Y | +19.2% | +3.3% | +15.9% | +18.6% |
| 3Y | +99.1% | +110.9% | -11.9% | +73.7% |
| 5Y | +112.0% | +124.8% | -12.8% | +80.1% |
| All | +429.7% | +225.0% | +204.7% | +389.3% |
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