+219.4%
GLDM vs ALB
+20.2%
+199.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +4.7% | +9.1% | -4.4% | +4.3% |
| 30D | -0.9% | -3.4% | +2.5% | -0.8% |
| 3M | -4.3% | -20.6% | +16.3% | -3.6% |
| 6M | -13.4% | -48.2% | +34.8% | -11.6% |
| YTD | -5.8% | -29.2% | +23.4% | -4.6% |
| 1Y | +2.1% | +10.0% | -7.9% | +2.6% |
| 3Y | +105.0% | -12.9% | +117.9% | +105.9% |
| 5Y | +122.5% | -61.3% | +183.8% | +125.1% |
| All | +219.4% | +20.2% | +199.2% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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