+38.2%
GEHC vs GLDM
+127.3%
-89.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +7.6% | +4.7% | +2.9% | +6.9% |
| 30D | +27.5% | -0.9% | +28.3% | +27.5% |
| 3M | +17.2% | -4.3% | +21.5% | +17.9% |
| 6M | +33.6% | -13.4% | +47.0% | +36.5% |
| YTD | +0.6% | -5.8% | +6.5% | +0.4% |
| 1Y | +11.3% | +2.1% | +9.2% | +9.3% |
| 3Y | +16.5% | +105.0% | -88.5% | -4.2% |
| All | +38.2% | +127.3% | -89.1% | +9.4% |
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