+124.3%
GLDM vs ALB
-61.8%
+186.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.7% | +0.6% |
| 7D | +1.9% | +5.5% | -3.6% | +1.6% |
| 30D | -1.7% | -7.5% | +5.8% | -1.3% |
| 3M | -3.5% | -16.9% | +13.4% | -2.7% |
| 6M | -10.1% | -49.2% | +39.1% | -7.1% |
| YTD | -5.0% | -29.9% | +24.8% | -3.2% |
| 1Y | +2.8% | +8.2% | -5.4% | +3.5% |
| 3Y | +105.1% | -19.4% | +124.5% | +106.7% |
| 5Y | +124.3% | -61.6% | +185.9% | +128.6% |
| All | +124.3% | -61.8% | +186.1% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling