+121.8%
GLDM vs CAPR
+142.6%
-20.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -0.8% |
| 7D | +4.7% | +41.1% | -36.4% | +4.7% |
| 30D | -0.9% | +11.1% | -12.0% | -0.9% |
| 3M | -4.3% | +115.3% | -119.6% | -4.3% |
| 6M | -13.4% | -73.8% | +60.4% | -13.4% |
| YTD | -5.8% | -68.8% | +63.0% | -5.8% |
| 1Y | +2.1% | +43.3% | -41.3% | +2.5% |
| 3Y | +105.0% | +214.7% | -109.7% | +101.2% |
| All | +121.8% | +142.6% | -20.8% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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