+41.0%
GEHC vs GLDM
+131.6%
-90.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.7% |
| 7D | +5.6% | +5.0% | +0.7% | +4.9% |
| 30D | +27.9% | -1.3% | +29.2% | +28.0% |
| 3M | +17.1% | -4.7% | +21.8% | +17.8% |
| 6M | +32.5% | -12.4% | +44.9% | +35.2% |
| YTD | +2.7% | -4.1% | +6.7% | +2.1% |
| 1Y | +15.3% | +3.3% | +11.9% | +13.0% |
| 3Y | +23.7% | +110.9% | -87.3% | +1.4% |
| All | +41.0% | +131.6% | -90.6% | +11.2% |
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