+194.4%
XOM vs GLDM
+225.0%
-30.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -8.3% | +5.0% | -13.3% | -8.6% |
| 30D | -2.5% | -1.3% | -1.2% | -2.4% |
| 3M | +8.3% | -4.7% | +13.0% | +8.7% |
| 6M | +15.5% | -12.4% | +27.8% | +16.8% |
| YTD | +39.6% | -4.1% | +43.7% | +39.4% |
| 1Y | +44.6% | +3.3% | +41.3% | +43.1% |
| 3Y | +76.6% | +110.9% | -34.4% | +58.5% |
| 5Y | +195.8% | +124.8% | +71.0% | +163.1% |
| All | +194.4% | +225.0% | -30.6% | +181.5% |
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