+42.4%
XLK vs GLDM
+20.1%
+22.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.9% |
| 6M | +34.8% | -14.5% | +49.2% | +37.6% |
| YTD | +30.8% | +1.9% | +28.9% | +31.2% |
| 1Y | +42.4% | +21.1% | +21.3% | +33.9% |
| All | +42.4% | +20.1% | +22.3% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling