+225.3%
GLDM vs AGI
+527.5%
-302.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.3% |
| 7D | +5.0% | +17.4% | -12.4% | +1.0% |
| 30D | -1.3% | -0.9% | -0.4% | -1.3% |
| 3M | -4.7% | -1.6% | -3.1% | -4.6% |
| 6M | -12.4% | -24.7% | +12.3% | -7.4% |
| YTD | -4.1% | -15.3% | +11.2% | -1.6% |
| 1Y | +3.3% | +5.5% | -2.1% | +1.2% |
| 3Y | +110.9% | +154.5% | -43.6% | +72.4% |
| 5Y | +124.8% | +310.6% | -185.8% | +65.9% |
| All | +225.3% | +527.5% | -302.2% | +117.4% |
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