+107.0%
GLDM vs AU
+381.3%
-274.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -4.6% | -7.2% | +2.6% | -2.7% |
| 30D | -5.5% | -2.9% | -2.6% | -4.9% |
| 3M | -10.9% | -8.7% | -2.2% | -9.0% |
| 6M | -17.3% | -14.1% | -3.2% | -14.9% |
| YTD | -10.2% | +4.8% | -14.9% | -12.5% |
| 1Y | -6.9% | +11.9% | -18.8% | -10.9% |
| 3Y | +98.7% | +513.8% | -415.2% | +27.8% |
| All | +107.0% | +381.3% | -274.4% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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