+34.4%
XYZ vs GLDM
+221.7%
-187.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.4% |
| 7D | +9.2% | +1.9% | +7.3% | +8.6% |
| 30D | +9.8% | -1.7% | +11.5% | +10.4% |
| 3M | -0.2% | -3.5% | +3.3% | +1.1% |
| 6M | +18.0% | -10.1% | +28.0% | +22.1% |
| YTD | +29.1% | -5.0% | +34.2% | +30.8% |
| 1Y | +14.1% | +2.8% | +11.3% | +12.6% |
| 3Y | +72.6% | +105.1% | -32.5% | +25.4% |
| 5Y | -64.6% | +124.3% | -188.9% | -76.1% |
| All | +34.4% | +221.7% | -187.3% | +11.3% |
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