+248.5%
GLDM vs A
+162.1%
+86.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -0.5% | -1.9% | +1.4% | -0.4% |
| 30D | +4.4% | +6.9% | -2.5% | +4.1% |
| 3M | -1.1% | +9.2% | -10.3% | -1.5% |
| 6M | -13.7% | +25.7% | -39.3% | -14.7% |
| YTD | +2.8% | +11.5% | -8.8% | +2.0% |
| 1Y | +24.8% | +18.4% | +6.5% | +23.6% |
| 3Y | +127.8% | +26.6% | +101.2% | +124.6% |
| 5Y | +141.1% | -12.8% | +154.0% | +139.7% |
| All | +248.5% | +162.1% | +86.4% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling