+145.9%
GLDM vs CAPR
+84.7%
+61.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -0.5% | -2.0% | +1.4% | -0.5% |
| 30D | +4.4% | +139.2% | -134.8% | +4.5% |
| 3M | -1.1% | -66.4% | +65.3% | -1.1% |
| 6M | -13.7% | -63.1% | +49.5% | -13.7% |
| YTD | +2.8% | -67.4% | +70.2% | +2.8% |
| 1Y | +24.8% | +58.2% | -33.4% | +25.5% |
| 3Y | +127.8% | +42.2% | +85.6% | +124.8% |
| All | +145.9% | +84.7% | +61.2% | +140.7% |
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