+121.8%
GLDM vs ALM
+396.4%
-274.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | +4.7% | -6.7% | +11.3% | +5.1% |
| 30D | -0.9% | -32.9% | +32.0% | +1.6% |
| 3M | -4.3% | -39.5% | +35.2% | -1.6% |
| 6M | -13.4% | -62.0% | +48.6% | -9.0% |
| YTD | -5.8% | -7.8% | +2.0% | -5.2% |
| 1Y | +2.1% | +26.7% | -24.6% | +1.5% |
| 3Y | +105.0% | +825.4% | -720.3% | +90.3% |
| All | +121.8% | +396.4% | -274.6% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling