+212.8%
XOM vs GLDM
+107.5%
+105.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.1% |
| 7D | +2.7% | -5.5% | +8.2% | +3.3% |
| 30D | -2.5% | -7.0% | +4.5% | -1.7% |
| 3M | +7.0% | -12.3% | +19.3% | +8.6% |
| 6M | +14.2% | -17.9% | +32.1% | +17.3% |
| YTD | +43.9% | -10.3% | +54.2% | +43.4% |
| 1Y | +47.9% | -7.8% | +55.7% | +46.2% |
| 3Y | +80.6% | +99.5% | -18.9% | +31.3% |
| 5Y | +212.8% | +106.5% | +106.3% | +124.7% |
| All | +212.8% | +107.5% | +105.3% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling