+104.1%
GLDM vs BR
+15.2%
+88.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.0% | +1.9% | -3.8% | -1.9% |
| 30D | -4.4% | +15.9% | -20.3% | -4.2% |
| 3M | -8.8% | +13.7% | -22.5% | -8.6% |
| 6M | -15.9% | +31.0% | -46.9% | -15.3% |
| YTD | -7.7% | -12.0% | +4.3% | -6.8% |
| 1Y | -3.6% | -11.5% | +7.9% | -2.7% |
| All | +104.1% | +15.2% | +88.9% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling