+3.1%
GLDM vs ALM
+44.8%
-41.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.5% |
| 7D | -0.3% | -6.4% | +6.1% | +0.7% |
| 30D | -1.9% | -35.0% | +33.1% | +4.3% |
| 3M | -0.4% | -33.8% | +33.4% | +4.8% |
| 6M | -10.1% | -55.0% | +44.9% | -1.1% |
| YTD | -5.8% | -0.2% | -5.6% | -8.2% |
| 1Y | +3.1% | +41.8% | -38.7% | -0.4% |
| All | +3.1% | +44.8% | -41.7% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling