+219.3%
GLDM vs ALLY
+98.5%
+120.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +3.6% |
| 7D | -0.3% | +2.4% | -2.7% | -0.3% |
| 30D | -1.9% | +5.6% | -7.4% | -1.9% |
| 3M | -0.4% | -11.7% | +11.3% | -0.3% |
| 6M | -10.1% | -7.0% | -3.0% | -10.0% |
| YTD | -5.8% | -10.4% | +4.6% | -5.8% |
| 1Y | +3.1% | +2.4% | +0.7% | +3.1% |
| 3Y | +103.4% | +59.2% | +44.2% | +102.8% |
| 5Y | +125.5% | -5.0% | +130.5% | +124.4% |
| All | +219.3% | +98.5% | +120.7% | +205.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling