+410.7%
XLK vs GLDM
+219.1%
+191.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -8.2% | +4.7% | -12.9% | -9.1% |
| 30D | -18.2% | -0.9% | -17.3% | -18.1% |
| 3M | -11.0% | -4.3% | -6.7% | -10.3% |
| 6M | -2.9% | -13.4% | +10.5% | -0.4% |
| YTD | +14.8% | -5.8% | +20.6% | +16.0% |
| 1Y | +14.5% | +2.1% | +12.5% | +14.2% |
| 3Y | +94.2% | +105.0% | -10.8% | +70.3% |
| 5Y | +104.6% | +122.5% | -17.9% | +74.3% |
| All | +410.7% | +219.1% | +191.6% | +373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling