+89.9%
GLDM vs AHR
+401.6%
-311.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | -5.5% | +4.6% | -10.1% | -5.8% |
| 30D | -7.0% | +11.6% | -18.6% | -7.8% |
| 3M | -12.3% | +12.0% | -24.3% | -13.1% |
| 6M | -17.9% | +15.0% | -32.9% | -18.8% |
| YTD | -10.3% | +26.5% | -36.8% | -12.1% |
| 1Y | -7.8% | +25.0% | -32.8% | -9.5% |
| All | +89.9% | +401.6% | -311.7% | +72.6% |
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