+122.1%
XLP vs GLDM
+219.0%
-96.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.3% | +3.1% |
| 7D | +5.9% | -0.3% | +6.1% | +5.9% |
| 30D | +13.5% | -1.9% | +15.3% | +13.6% |
| 3M | +8.4% | -0.4% | +8.8% | +8.3% |
| 6M | +11.5% | -10.1% | +21.6% | +12.4% |
| YTD | +20.6% | -5.8% | +26.5% | +20.4% |
| 1Y | +24.3% | +3.1% | +21.2% | +22.8% |
| 3Y | +45.1% | +103.4% | -58.3% | +30.4% |
| 5Y | +44.6% | +125.5% | -80.9% | +27.1% |
| All | +122.1% | +219.0% | -96.9% | +105.3% |
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 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