+124.3%
GLDM vs COO
-39.4%
+163.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.0% |
| 7D | +1.9% | +5.3% | -3.4% | +1.4% |
| 30D | -1.7% | +12.5% | -14.2% | -2.7% |
| 3M | -3.5% | -15.1% | +11.6% | -2.3% |
| 6M | -10.1% | +3.7% | -13.8% | -10.7% |
| YTD | -5.0% | -22.5% | +17.5% | -3.1% |
| 1Y | +2.8% | -7.8% | +10.6% | +3.2% |
| 3Y | +105.1% | -24.1% | +129.2% | +108.2% |
| 5Y | +124.3% | -40.1% | +164.4% | +120.7% |
| All | +124.3% | -39.4% | +163.7% | +120.7% |
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