+159.2%
XLV vs GLDM
+212.7%
-53.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -0.4% | -2.0% | +1.6% | -0.2% |
| 30D | +9.9% | -4.4% | +14.3% | +10.3% |
| 3M | +12.9% | -8.8% | +21.7% | +13.7% |
| 6M | +33.2% | -15.9% | +49.1% | +35.1% |
| YTD | +23.6% | -7.7% | +31.3% | +24.0% |
| 1Y | +27.5% | -3.6% | +31.1% | +27.4% |
| 3Y | +57.3% | +105.2% | -47.9% | +44.8% |
| 5Y | +53.9% | +112.8% | -58.8% | +40.0% |
| All | +159.2% | +212.7% | -53.5% | +151.1% |
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 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