+280.4%
GE vs GLDM
+128.8%
+151.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -11.6% | +4.4% | -16.0% | -12.2% |
| 3M | +3.0% | -1.1% | +4.1% | +2.9% |
| 6M | -0.5% | -13.7% | +13.1% | +0.2% |
| YTD | +9.7% | +2.8% | +7.0% | +9.6% |
| 1Y | +20.0% | +24.8% | -4.8% | +19.0% |
| All | +280.4% | +128.8% | +151.6% | +275.9% |
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