+219.4%
GLDM vs ALK
-34.8%
+254.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +4.7% | +9.0% | -4.4% | +4.4% |
| 30D | -0.9% | -1.6% | +0.8% | -0.9% |
| 3M | -4.3% | -23.2% | +18.9% | -3.8% |
| 6M | -13.4% | -3.9% | -9.5% | -13.4% |
| YTD | -5.8% | -22.6% | +16.8% | -5.6% |
| 1Y | +2.1% | -5.3% | +7.4% | +2.1% |
| 3Y | +105.0% | +18.6% | +86.4% | +104.3% |
| 5Y | +122.5% | -34.4% | +156.9% | +121.7% |
| All | +219.4% | -34.8% | +254.2% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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