+58.6%
GD vs GLDM
+104.1%
-45.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.2% | -3.0% |
| 7D | +3.0% | -0.3% | +3.2% | +3.0% |
| 30D | +10.5% | -1.9% | +12.4% | +10.8% |
| 3M | -5.0% | -0.4% | -4.6% | -5.1% |
| 6M | +5.5% | -10.1% | +15.6% | +6.6% |
| YTD | +10.3% | -5.8% | +16.2% | +10.3% |
| 1Y | +8.2% | +3.1% | +5.0% | +6.8% |
| All | +58.6% | +104.1% | -45.6% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling