+225.3%
GLDM vs ALM
+447.0%
-221.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | +1.5% |
| 7D | +5.0% | +0.7% | +4.2% | +4.9% |
| 30D | -1.3% | -26.1% | +24.8% | -0.1% |
| 3M | -4.7% | -38.1% | +33.4% | -3.0% |
| 6M | -12.4% | -55.4% | +43.0% | -10.0% |
| YTD | -4.1% | -0.4% | -3.7% | -4.0% |
| 1Y | +3.3% | +25.4% | -22.0% | +2.8% |
| 3Y | +110.9% | +907.8% | -796.8% | +99.7% |
| 5Y | +124.8% | +440.2% | -315.4% | +113.6% |
| All | +225.3% | +447.0% | -221.6% | +207.1% |
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