+242.5%
GLDM vs BR
+69.4%
+173.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.7% |
| 7D | +0.7% | -5.9% | +6.7% | +0.9% |
| 30D | +0.3% | +1.9% | -1.6% | +0.3% |
| 3M | +0.7% | +14.7% | -14.0% | +0.5% |
| 6M | -15.4% | -12.8% | -2.7% | -15.2% |
| YTD | +1.0% | -23.0% | +24.0% | +1.7% |
| 1Y | +19.7% | -31.7% | +51.4% | +21.1% |
| 3Y | +126.5% | -4.8% | +131.3% | +126.2% |
| 5Y | +142.5% | +7.8% | +134.7% | +140.6% |
| All | +242.5% | +69.4% | +173.1% | +237.2% |
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