+105.0%
GLDM vs AUR
+106.1%
-1.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.4% | -10.2% | -1.2% |
| 7D | +4.7% | +1.1% | +3.5% | +4.6% |
| 30D | -0.9% | -22.9% | +22.0% | +0.2% |
| 3M | -4.3% | -35.0% | +30.6% | -2.6% |
| 6M | -13.4% | -39.3% | +25.9% | -11.8% |
| YTD | -5.8% | +14.8% | -20.7% | -6.5% |
| 1Y | +2.1% | +4.3% | -2.2% | +1.5% |
| 3Y | +105.0% | +125.0% | -20.0% | +88.8% |
| All | +105.0% | +106.1% | -1.1% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling