+200.7%
XOM vs GLDM
+121.8%
+79.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -11.4% | +4.7% | -16.1% | -11.9% |
| 30D | +1.1% | -0.9% | +2.0% | +1.2% |
| 3M | +7.8% | -4.3% | +12.1% | +8.3% |
| 6M | +13.0% | -13.4% | +26.4% | +15.4% |
| YTD | +40.6% | -5.8% | +46.4% | +39.5% |
| 1Y | +49.1% | +2.1% | +47.0% | +44.7% |
| 3Y | +72.9% | +105.0% | -32.1% | +26.8% |
| All | +200.7% | +121.8% | +79.0% | +119.2% |
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