+145.9%
GLDM vs COO
-38.8%
+184.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -0.5% | -2.2% | +1.7% | -0.3% |
| 30D | +4.4% | -7.0% | +11.4% | +5.0% |
| 3M | -1.1% | +12.2% | -13.3% | -2.2% |
| 6M | -13.7% | -15.1% | +1.4% | -12.5% |
| YTD | +2.8% | -15.1% | +17.9% | +4.1% |
| 1Y | +24.8% | +2.3% | +22.5% | +24.4% |
| 3Y | +127.8% | -23.7% | +151.5% | +131.3% |
| All | +145.9% | -38.8% | +184.6% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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