+219.4%
GLDM vs BR
+91.3%
+128.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | +4.7% | +6.5% | -1.8% | +4.6% |
| 30D | -0.9% | +18.9% | -19.8% | -1.1% |
| 3M | -4.3% | +16.3% | -20.6% | -4.5% |
| 6M | -13.4% | +26.2% | -39.6% | -13.7% |
| YTD | -5.8% | -13.1% | +7.3% | -5.3% |
| 1Y | +2.1% | -10.5% | +12.5% | +2.5% |
| 3Y | +105.0% | +13.3% | +91.7% | +104.0% |
| 5Y | +122.5% | +19.9% | +102.6% | +120.3% |
| All | +219.4% | +91.3% | +128.1% | +213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling