+7.4%
XLU vs GLDM
+19.0%
-11.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | +2.1% | +0.7% | +1.3% | +2.0% |
| 30D | -0.4% | +0.3% | -0.7% | -0.4% |
| 3M | +0.5% | +0.7% | -0.2% | +0.4% |
| 6M | -5.8% | -15.4% | +9.6% | -4.3% |
| YTD | +3.1% | +1.0% | +2.1% | +2.3% |
| All | +7.4% | +19.0% | -11.6% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling