+113.8%
GLDM vs AHR
+364.8%
-251.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.7% | -3.4% | +4.2% | +1.0% |
| 30D | +0.3% | -3.8% | +4.1% | +0.6% |
| 3M | +0.7% | +20.1% | -19.4% | -1.0% |
| 6M | -15.4% | +7.1% | -22.5% | -15.9% |
| YTD | +1.0% | +17.2% | -16.2% | -0.4% |
| 1Y | +19.7% | +30.4% | -10.6% | +16.7% |
| All | +113.8% | +364.8% | -251.0% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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