+32.3%
XYZ vs GLDM
+248.1%
-215.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.0% | -0.5% | -0.4% | -0.8% |
| 30D | -1.7% | +4.4% | -6.1% | -3.1% |
| 3M | +16.7% | -1.1% | +17.8% | +17.0% |
| 6M | +26.9% | -13.7% | +40.5% | +32.6% |
| YTD | +27.1% | +2.8% | +24.4% | +25.4% |
| 1Y | +9.3% | +24.8% | -15.6% | +0.3% |
| 3Y | +42.3% | +127.8% | -85.5% | -0.5% |
| 5Y | -69.3% | +141.1% | -210.5% | -79.8% |
| All | +32.3% | +248.1% | -215.8% | +6.7% |
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 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