+185.0%
XOM vs GLDM
+248.1%
-63.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +5.9% | +4.4% | +1.4% | +5.5% |
| 3M | +5.6% | -1.1% | +6.6% | +5.7% |
| 6M | +7.9% | -13.7% | +21.5% | +9.6% |
| YTD | +35.2% | +2.8% | +32.4% | +34.3% |
| 1Y | +46.0% | +24.8% | +21.1% | +41.4% |
| 3Y | +55.0% | +127.8% | -72.8% | +38.2% |
| 5Y | +246.3% | +141.1% | +105.2% | +206.6% |
| All | +185.0% | +248.1% | -63.1% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling