+216.8%
GLDM vs AGI
+494.0%
-277.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.3% | +2.7% | -1.4% |
| 7D | +2.9% | +13.9% | -11.1% | -0.3% |
| 30D | -3.9% | -6.2% | +2.3% | -2.7% |
| 3M | -8.1% | -6.9% | -1.2% | -6.9% |
| 6M | -14.7% | -28.7% | +14.0% | -8.7% |
| YTD | -6.6% | -19.8% | +13.2% | -3.0% |
| 1Y | -2.1% | -4.8% | +2.8% | -1.9% |
| 3Y | +107.7% | +144.3% | -36.6% | +71.5% |
| 5Y | +116.5% | +277.2% | -160.7% | +62.6% |
| All | +216.8% | +494.0% | -277.3% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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