+248.5%
GLDM vs AR
+92.1%
+156.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -0.5% | +2.5% | -3.0% | -0.5% |
| 30D | +4.4% | +14.8% | -10.4% | +4.3% |
| 3M | -1.1% | +6.2% | -7.3% | -1.1% |
| 6M | -13.7% | +4.3% | -18.0% | -13.7% |
| YTD | +2.8% | +14.4% | -11.6% | +2.6% |
| 1Y | +24.8% | +21.3% | +3.5% | +24.6% |
| 3Y | +127.8% | +39.8% | +88.0% | +127.1% |
| 5Y | +141.1% | +142.1% | -0.9% | +141.6% |
| All | +248.5% | +92.1% | +156.4% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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