+135.5%
GLDM vs COMP
-56.6%
+192.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.2% | +9.0% | +1.1% |
| 7D | +1.9% | -1.8% | +3.7% | +1.9% |
| 30D | -1.7% | -0.8% | -0.9% | -1.7% |
| 3M | -3.5% | -28.1% | +24.6% | -2.8% |
| 6M | -10.1% | +27.0% | -37.1% | -10.7% |
| YTD | -5.0% | -12.8% | +7.7% | -5.2% |
| 1Y | +2.8% | +4.9% | -2.1% | +2.3% |
| 3Y | +105.1% | +321.0% | -215.9% | +97.3% |
| 5Y | +124.3% | -25.6% | +149.9% | +112.2% |
| All | +135.5% | -56.6% | +192.1% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling