+225.3%
GLDM vs BR
+93.3%
+132.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.8% |
| 7D | +5.0% | +4.4% | +0.6% | +4.9% |
| 30D | -1.3% | +16.3% | -17.6% | -1.5% |
| 3M | -4.7% | +16.2% | -20.9% | -4.9% |
| 6M | -12.4% | +30.3% | -42.7% | -12.7% |
| YTD | -4.1% | -12.2% | +8.2% | -3.6% |
| 1Y | +3.3% | -11.3% | +14.6% | +3.8% |
| 3Y | +110.9% | +15.2% | +95.7% | +109.8% |
| 5Y | +124.8% | +18.0% | +106.7% | +122.6% |
| All | +225.3% | +93.3% | +132.1% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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