+219.4%
GLDM vs A
+204.1%
+15.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +4.7% | -0.1% | +4.7% | +4.7% |
| 30D | -0.9% | +3.4% | -4.2% | -1.0% |
| 3M | -4.3% | +23.8% | -28.1% | -5.3% |
| 6M | -13.4% | +49.0% | -62.4% | -15.1% |
| YTD | -5.8% | +29.4% | -35.2% | -7.2% |
| 1Y | +2.1% | +19.4% | -17.3% | +0.9% |
| 3Y | +105.0% | +66.2% | +38.8% | +99.8% |
| 5Y | +122.5% | +15.8% | +106.7% | +118.7% |
| All | +219.4% | +204.1% | +15.3% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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