+134.3%
XLV vs GLDM
+248.1%
-113.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | +4.4% | +4.4% | 0.0% | +4.0% |
| 3M | +13.2% | -1.1% | +14.3% | +13.3% |
| 6M | +10.1% | -13.7% | +23.8% | +11.4% |
| YTD | +11.7% | +2.8% | +8.9% | +11.1% |
| 1Y | +26.9% | +24.8% | +2.1% | +23.8% |
| 3Y | +35.0% | +127.8% | -92.8% | +23.2% |
| 5Y | +35.9% | +141.1% | -105.3% | +22.3% |
| All | +134.3% | +248.1% | -113.8% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling