+129.4%
GD vs GLDM
+248.1%
-118.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.3% | -0.5% | -4.7% | -5.2% |
| 30D | -6.4% | +4.4% | -10.8% | -6.9% |
| 3M | +5.7% | -1.1% | +6.8% | +5.7% |
| 6M | -0.9% | -13.7% | +12.7% | +0.3% |
| YTD | +8.2% | +2.8% | +5.4% | +7.5% |
| 1Y | +13.4% | +24.8% | -11.4% | +10.8% |
| 3Y | +68.5% | +127.8% | -59.3% | +57.0% |
| 5Y | +97.2% | +141.1% | -44.0% | +82.2% |
| All | +129.4% | +248.1% | -118.8% | +125.4% |
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 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