+248.5%
GLDM vs ALB
+52.4%
+196.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.7% |
| 7D | -0.5% | -8.1% | +7.5% | -0.2% |
| 30D | +4.4% | +6.3% | -1.9% | +4.1% |
| 3M | -1.1% | -23.6% | +22.5% | -0.2% |
| 6M | -13.7% | -24.6% | +10.9% | -13.0% |
| YTD | +2.8% | -10.3% | +13.0% | +3.2% |
| 1Y | +24.8% | +61.5% | -36.6% | +24.2% |
| 3Y | +127.8% | -34.0% | +161.8% | +127.8% |
| 5Y | +141.1% | -44.6% | +185.7% | +142.0% |
| All | +248.5% | +52.4% | +196.0% | +257.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling