+136.5%
XLY vs GLDM
+204.4%
-67.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.0% | -4.6% | +6.7% | +2.6% |
| 30D | +7.6% | -5.5% | +13.1% | +8.3% |
| 3M | +1.5% | -10.9% | +12.4% | +2.9% |
| 6M | +1.5% | -17.3% | +18.8% | +3.6% |
| YTD | +1.1% | -10.2% | +11.3% | +2.1% |
| 1Y | +4.3% | -6.9% | +11.2% | +5.0% |
| 3Y | +51.8% | +98.7% | -46.9% | +38.1% |
| 5Y | +22.8% | +106.7% | -84.0% | +9.5% |
| All | +136.5% | +204.4% | -67.8% | +123.7% |
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