+98.9%
GLDM vs AS
+133.7%
-34.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | +1.9% | +7.1% | -5.2% | +1.5% |
| 30D | -1.7% | +12.8% | -14.5% | -2.4% |
| 3M | -3.5% | -14.7% | +11.2% | -2.8% |
| 6M | -10.1% | -9.9% | -0.1% | -9.7% |
| YTD | -5.0% | -16.1% | +11.1% | -4.6% |
| 1Y | +2.8% | +0.2% | +2.6% | +2.8% |
| All | +98.9% | +133.7% | -34.8% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling