+145.9%
GLDM vs BR
+11.2%
+134.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.8% |
| 7D | -0.5% | -5.3% | +4.7% | -0.4% |
| 30D | +4.4% | +6.4% | -2.0% | +4.3% |
| 3M | -1.1% | +13.6% | -14.7% | -1.2% |
| 6M | -13.7% | -6.7% | -7.0% | -13.4% |
| YTD | +2.8% | -21.1% | +23.9% | +3.9% |
| 1Y | +24.8% | -29.6% | +54.4% | +27.2% |
| 3Y | +127.8% | -2.4% | +130.2% | +126.5% |
| All | +145.9% | +11.2% | +134.7% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling