+187.2%
XOM vs GLDM
+242.2%
-55.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +0.9% |
| 7D | -2.4% | +0.7% | -3.1% | -2.4% |
| 30D | +5.7% | +0.3% | +5.3% | +5.6% |
| 3M | +6.6% | +0.7% | +5.9% | +6.5% |
| 6M | +7.7% | -15.4% | +23.1% | +9.6% |
| YTD | +36.2% | +1.0% | +35.2% | +35.4% |
| 1Y | +50.5% | +19.7% | +30.7% | +46.4% |
| 3Y | +53.4% | +126.5% | -73.1% | +36.7% |
| 5Y | +254.2% | +142.5% | +111.7% | +214.6% |
| All | +187.2% | +242.2% | -55.0% | +173.5% |
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