+38.6%
GEHC vs GLDM
+122.8%
-84.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -3.7% | -2.0% | -1.8% | -3.4% |
| 30D | +22.0% | -4.4% | +26.4% | +22.7% |
| 3M | +13.6% | -8.8% | +22.5% | +15.0% |
| 6M | +34.0% | -15.9% | +49.9% | +37.6% |
| YTD | +0.9% | -7.7% | +8.6% | +1.0% |
| 1Y | +12.7% | -3.6% | +16.3% | +11.8% |
| 3Y | +19.4% | +105.2% | -85.8% | -1.4% |
| All | +38.6% | +122.8% | -84.3% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling