+135.9%
GLDM vs AUR
-34.9%
+170.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -1.8% |
| 7D | +0.7% | +19.2% | -18.5% | +0.3% |
| 30D | +0.3% | -7.8% | +8.1% | +0.5% |
| 3M | +0.7% | +4.0% | -3.3% | +0.5% |
| 6M | -15.4% | +45.0% | -60.4% | -16.3% |
| YTD | +1.0% | +69.5% | -68.5% | -0.3% |
| 1Y | +19.7% | +13.0% | +6.7% | +18.8% |
| 3Y | +126.5% | +90.4% | +36.2% | +120.3% |
| 5Y | +142.5% | -34.2% | +176.7% | +130.8% |
| All | +135.9% | -34.9% | +170.8% | +124.1% |
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