+248.5%
GLDM vs ALLY
+118.5%
+129.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | +3.7% | -4.2% | -0.6% |
| 30D | +4.4% | -2.3% | +6.7% | +4.4% |
| 3M | -1.1% | +3.8% | -4.9% | -1.1% |
| 6M | -13.7% | +9.7% | -23.4% | -13.7% |
| YTD | +2.8% | -1.4% | +4.2% | +2.8% |
| 1Y | +24.8% | +8.2% | +16.6% | +24.8% |
| 3Y | +127.8% | +66.5% | +61.3% | +126.9% |
| 5Y | +141.1% | +1.2% | +139.9% | +139.7% |
| All | +248.5% | +118.5% | +129.9% | +233.2% |
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