+248.5%
GLDM vs ALM
+995.2%
-746.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -0.5% | -2.6% | +2.1% | -0.4% |
| 30D | +4.4% | +32.0% | -27.6% | +3.1% |
| 3M | -1.1% | -15.0% | +14.0% | -0.8% |
| 6M | -13.7% | -10.1% | -3.5% | -13.9% |
| YTD | +2.8% | +99.4% | -96.7% | +0.1% |
| 1Y | +24.8% | +316.4% | -291.5% | +19.4% |
| 3Y | +127.8% | +2,022.0% | -1,894.2% | +109.3% |
| 5Y | +141.1% | +941.2% | -800.0% | +122.9% |
| All | +248.5% | +995.2% | -746.7% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling