+390.5%
GE vs GLDM
+121.8%
+268.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | +7.1% | +4.7% | +2.4% | +6.3% |
| 30D | +6.5% | -0.9% | +7.3% | +6.6% |
| 3M | -13.6% | -4.3% | -9.3% | -13.1% |
| 6M | +6.0% | -13.4% | +19.4% | +8.0% |
| YTD | +5.4% | -5.8% | +11.2% | +6.1% |
| 1Y | +6.5% | +2.1% | +4.4% | +6.4% |
| 3Y | +268.6% | +105.0% | +163.6% | +232.6% |
| All | +390.5% | +121.8% | +268.7% | +317.5% |
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