+36.7%
XYZ vs GLDM
+219.1%
-182.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +12.1% | +4.7% | +7.5% | +10.5% |
| 30D | +12.4% | -0.9% | +13.2% | +12.7% |
| 3M | +8.2% | -4.3% | +12.5% | +9.8% |
| 6M | +20.7% | -13.4% | +34.1% | +26.4% |
| YTD | +31.3% | -5.8% | +37.1% | +33.4% |
| 1Y | +20.5% | +2.1% | +18.5% | +19.2% |
| 3Y | +72.6% | +105.0% | -32.4% | +25.4% |
| 5Y | -64.0% | +122.5% | -186.5% | -75.6% |
| All | +36.7% | +219.1% | -182.4% | +13.5% |
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