+435.7%
GE vs GLDM
+248.1%
+187.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -11.6% | +4.4% | -16.0% | -11.8% |
| 3M | +3.0% | -1.1% | +4.1% | +2.9% |
| 6M | -0.5% | -13.7% | +13.1% | -0.7% |
| YTD | +9.7% | +2.8% | +7.0% | +10.0% |
| 1Y | +20.0% | +24.8% | -4.8% | +21.0% |
| 3Y | +275.8% | +127.8% | +148.0% | +288.4% |
| 5Y | +429.1% | +141.1% | +287.9% | +445.3% |
| All | +435.7% | +248.1% | +187.6% | +489.0% |
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 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