+219.4%
GLDM vs ALM
+406.2%
-186.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | +4.7% | -6.7% | +11.3% | +4.9% |
| 30D | -0.9% | -32.9% | +32.0% | +0.8% |
| 3M | -4.3% | -39.5% | +35.2% | -2.4% |
| 6M | -13.4% | -62.0% | +48.6% | -10.4% |
| YTD | -5.8% | -7.8% | +2.0% | -5.4% |
| 1Y | +2.1% | +26.7% | -24.6% | +1.6% |
| 3Y | +105.0% | +825.4% | -720.3% | +94.8% |
| 5Y | +122.5% | +401.2% | -278.7% | +112.1% |
| All | +219.4% | +406.2% | -186.8% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling