+118.8%
XLU vs GLDM
+216.5%
-97.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.4% |
| 7D | +0.7% | +2.9% | -2.1% | +0.1% |
| 30D | +5.6% | -3.9% | +9.5% | +6.4% |
| 3M | +2.1% | -8.1% | +10.3% | +3.7% |
| 6M | -0.9% | -14.7% | +13.8% | +2.3% |
| YTD | +4.6% | -6.6% | +11.2% | +4.5% |
| 1Y | +0.3% | -2.1% | +2.4% | -1.1% |
| 3Y | +58.6% | +107.7% | -49.1% | +24.7% |
| 5Y | +51.5% | +116.5% | -65.0% | +16.7% |
| All | +118.8% | +216.5% | -97.6% | +58.9% |
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