+33.1%
XLV vs GLDM
+126.1%
-93.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.4% |
| 7D | -2.6% | +0.7% | -3.4% | -2.7% |
| 30D | +0.9% | +0.3% | +0.5% | +0.9% |
| 3M | +10.0% | +0.7% | +9.3% | +9.9% |
| 6M | +10.4% | -15.4% | +25.8% | +11.5% |
| YTD | +8.9% | +1.0% | +7.9% | +8.6% |
| 1Y | +23.4% | +19.7% | +3.6% | +21.4% |
| 3Y | +33.1% | +126.5% | -93.4% | +21.9% |
| All | +33.1% | +126.1% | -93.0% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling