+124.0%
GLDM vs AUR
-53.5%
+177.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.6% | +1.7% |
| 7D | +5.0% | +9.9% | -5.0% | +4.7% |
| 30D | -1.3% | -20.2% | +18.9% | -0.8% |
| 3M | -4.7% | -34.1% | +29.4% | -3.8% |
| 6M | -12.4% | -34.3% | +21.9% | -11.6% |
| YTD | -4.1% | +21.1% | -25.1% | -4.6% |
| 1Y | +3.3% | +7.6% | -4.3% | +2.9% |
| 3Y | +110.9% | +159.8% | -48.8% | +106.1% |
| 5Y | +124.8% | -53.9% | +178.6% | +117.5% |
| All | +124.0% | -53.5% | +177.5% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling