+113.3%
XLU vs GLDM
+245.4%
-132.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | -0.4% | +0.3% | -0.7% | -0.6% |
| 3M | -1.7% | +3.3% | -5.0% | -2.6% |
| 6M | -7.1% | -14.5% | +7.4% | -4.1% |
| YTD | +1.9% | +1.9% | 0.0% | +0.2% |
| 1Y | +6.1% | +21.1% | -15.0% | -0.8% |
| 3Y | +48.8% | +128.6% | -79.8% | +14.7% |
| 5Y | +43.8% | +143.8% | -100.0% | +8.0% |
| All | +113.3% | +245.4% | -132.0% | +52.3% |
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 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