+97.2%
GD vs GLDM
+143.3%
-46.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -5.3% | -0.5% | -4.7% | -5.2% |
| 30D | -6.4% | +4.4% | -10.8% | -7.0% |
| 3M | +5.7% | -1.1% | +6.8% | +5.7% |
| 6M | -0.9% | -13.7% | +12.7% | +0.9% |
| YTD | +8.2% | +2.8% | +5.4% | +7.0% |
| 1Y | +13.4% | +24.8% | -11.4% | +8.7% |
| 3Y | +68.5% | +127.8% | -59.3% | +45.8% |
| All | +97.2% | +143.3% | -46.1% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling