+109.5%
GLDM vs AUR
-56.5%
+166.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.6% | -2.7% |
| 7D | -5.5% | +7.9% | -13.4% | -5.7% |
| 30D | -7.0% | -18.5% | +11.5% | -6.5% |
| 3M | -12.3% | -36.7% | +24.4% | -11.3% |
| 6M | -17.9% | -39.8% | +21.8% | -17.0% |
| YTD | -10.3% | +13.3% | -23.6% | -10.6% |
| 1Y | -7.8% | +2.8% | -10.6% | -8.0% |
| 3Y | +99.5% | +139.7% | -40.2% | +95.2% |
| 5Y | +106.5% | -56.5% | +163.0% | +100.3% |
| All | +109.5% | -56.5% | +166.0% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling