+124.3%
GLDM vs A
+13.7%
+110.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +1.1% |
| 7D | +1.9% | -5.2% | +7.1% | +2.2% |
| 30D | -1.7% | +1.4% | -3.1% | -1.8% |
| 3M | -3.5% | +21.9% | -25.5% | -4.8% |
| 6M | -10.1% | +46.7% | -56.7% | -12.2% |
| YTD | -5.0% | +27.2% | -32.2% | -6.7% |
| 1Y | +2.8% | +17.9% | -15.1% | +1.4% |
| 3Y | +105.1% | +61.1% | +44.0% | +98.8% |
| 5Y | +124.3% | +13.8% | +110.5% | +119.8% |
| All | +124.3% | +13.7% | +110.6% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling