+15.5%
GEHC vs GLDM
+148.0%
-132.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | -2.0% | +4.4% | -6.4% | -2.6% |
| 3M | +8.0% | -1.1% | +9.0% | +8.2% |
| 6M | -12.8% | -13.7% | +0.9% | -10.8% |
| YTD | -15.9% | +2.8% | -18.7% | -17.1% |
| 1Y | -6.9% | +24.8% | -31.8% | -12.1% |
| 3Y | 0.0% | +127.8% | -127.9% | -18.8% |
| All | +15.5% | +148.0% | -132.6% | -9.7% |
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