+216.8%
GLDM vs A
+209.5%
+7.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -2.6% |
| 7D | +2.9% | +1.4% | +1.5% | +2.8% |
| 30D | -3.9% | +4.3% | -8.2% | -4.1% |
| 3M | -8.1% | +19.8% | -27.9% | -9.0% |
| 6M | -14.7% | +54.4% | -69.1% | -16.5% |
| YTD | -6.6% | +31.7% | -38.3% | -8.0% |
| 1Y | -2.1% | +22.4% | -24.5% | -3.3% |
| 3Y | +107.7% | +67.7% | +40.0% | +102.2% |
| 5Y | +116.5% | +15.7% | +100.7% | +112.7% |
| All | +216.8% | +209.5% | +7.2% | +202.8% |
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