+120.2%
XLY vs GLDM
+239.3%
-119.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -3.9% | -3.4% | -0.5% | -3.5% |
| 30D | -6.1% | -1.1% | -5.0% | -6.0% |
| 3M | -1.2% | +5.9% | -7.0% | -1.8% |
| 6M | -1.8% | -16.9% | +15.1% | -0.2% |
| YTD | -5.9% | +0.2% | -6.0% | -6.1% |
| 1Y | -3.1% | +18.6% | -21.7% | -5.1% |
| 3Y | +36.0% | +124.6% | -88.6% | +21.9% |
| 5Y | +27.6% | +140.6% | -113.0% | +11.7% |
| All | +120.2% | +239.3% | -119.1% | +105.7% |
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