+376.2%
GE vs GLDM
+126.2%
+250.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.6% |
| 7D | +0.5% | +1.9% | -1.3% | +0.2% |
| 30D | +1.7% | -1.7% | +3.4% | +2.0% |
| 3M | -17.3% | -3.5% | -13.8% | -17.0% |
| 6M | +10.1% | -10.1% | +20.2% | +11.6% |
| YTD | +2.6% | -5.0% | +7.7% | +3.2% |
| 1Y | +3.7% | +2.8% | +0.9% | +3.5% |
| 3Y | +268.3% | +105.1% | +163.2% | +232.3% |
| 5Y | +376.2% | +124.3% | +251.9% | +305.0% |
| All | +376.2% | +126.2% | +250.0% | +305.0% |
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