+121.8%
GLDM vs ALLY
-9.5%
+131.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| 6M | -13.4% | -12.4% | -1.0% | -13.2% |
| YTD | -5.8% | -13.2% | +7.3% | -5.6% |
| 1Y | +2.1% | +1.8% | +0.2% | +2.2% |
| 3Y | +105.0% | +58.0% | +47.1% | +103.8% |
| All | +121.8% | -9.5% | +131.3% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling