+121.8%
GLDM vs AGI
+310.5%
-188.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.6% |
| 7D | +4.7% | +16.0% | -11.3% | -0.4% |
| 30D | -0.9% | +1.0% | -1.8% | -1.5% |
| 3M | -4.3% | +2.5% | -6.8% | -5.5% |
| 6M | -13.4% | -24.0% | +10.6% | -6.9% |
| YTD | -5.8% | -17.2% | +11.4% | -2.1% |
| 1Y | +2.1% | +4.9% | -2.8% | -1.1% |
| 3Y | +105.0% | +142.6% | -37.6% | +55.8% |
| All | +121.8% | +310.5% | -188.8% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling