+40.5%
GEHC vs GLDM
+129.2%
-88.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | +9.6% | +1.9% | +7.7% | +9.2% |
| 30D | +29.4% | -1.7% | +31.1% | +29.6% |
| 3M | +19.3% | -3.5% | +22.8% | +19.8% |
| 6M | +37.4% | -10.1% | +47.4% | +39.5% |
| YTD | +2.3% | -5.0% | +7.4% | +1.9% |
| 1Y | +11.0% | +2.8% | +8.2% | +8.9% |
| 3Y | +17.6% | +105.1% | -87.5% | -3.4% |
| All | +40.5% | +129.2% | -88.7% | +11.0% |
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