+137.5%
XLY vs GLDM
+204.0%
-66.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.1% |
| 7D | +2.4% | -5.5% | +7.9% | +3.1% |
| 30D | +7.2% | -7.0% | +14.2% | +8.1% |
| 3M | +2.4% | -12.3% | +14.7% | +4.0% |
| 6M | +2.3% | -17.9% | +20.2% | +4.4% |
| YTD | +1.5% | -10.3% | +11.8% | +2.6% |
| 1Y | +2.1% | -7.8% | +9.9% | +2.9% |
| 3Y | +53.0% | +99.5% | -46.5% | +39.2% |
| 5Y | +23.3% | +106.5% | -83.2% | +9.9% |
| All | +137.5% | +204.0% | -66.5% | +124.7% |
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