+144.0%
XLK vs GLDM
+143.3%
+0.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +0.7% | +4.4% | -3.7% | -0.2% |
| 3M | -2.9% | -1.1% | -1.9% | -2.9% |
| 6M | +34.3% | -13.7% | +47.9% | +36.8% |
| YTD | +30.4% | +2.8% | +27.6% | +29.7% |
| 1Y | +43.4% | +24.8% | +18.5% | +38.5% |
| 3Y | +116.8% | +127.8% | -11.0% | +87.0% |
| All | +144.0% | +143.3% | +0.7% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling