+219.4%
GLDM vs ALLY
+92.5%
+126.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | +4.7% | +0.9% | +3.7% | +4.6% |
| 30D | -0.9% | +3.1% | -3.9% | -0.9% |
| 3M | -4.3% | -12.6% | +8.3% | -4.2% |
| 6M | -13.4% | -12.4% | -1.0% | -13.3% |
| YTD | -5.8% | -13.2% | +7.3% | -5.7% |
| 1Y | +2.1% | +1.8% | +0.2% | +2.1% |
| 3Y | +105.0% | +58.0% | +47.1% | +104.4% |
| 5Y | +122.5% | -8.4% | +130.9% | +121.4% |
| All | +219.4% | +92.5% | +126.9% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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