+104.1%
GLDM vs AGI
+138.5%
-34.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.2% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -4.4% | -7.6% | +3.2% | -2.1% |
| 3M | -8.8% | -10.2% | +1.4% | -5.8% |
| 6M | -15.9% | -31.5% | +15.6% | -5.3% |
| YTD | -7.7% | -22.0% | +14.3% | -1.8% |
| 1Y | -3.6% | -7.9% | +4.3% | -3.0% |
| All | +104.1% | +138.5% | -34.4% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling