+120.4%
XLP vs GLDM
+221.7%
-101.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +3.5% | +1.9% | +1.6% | +3.3% |
| 30D | +11.6% | -1.7% | +13.2% | +11.6% |
| 3M | +7.6% | -3.5% | +11.2% | +7.8% |
| 6M | +10.0% | -10.1% | +20.1% | +10.9% |
| YTD | +19.7% | -5.0% | +24.8% | +19.4% |
| 1Y | +23.5% | +2.8% | +20.7% | +22.0% |
| 3Y | +44.0% | +105.1% | -61.1% | +29.4% |
| 5Y | +42.7% | +124.3% | -81.6% | +25.6% |
| All | +120.4% | +221.7% | -101.3% | +103.7% |
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