+248.5%
GLDM vs COO
+19.1%
+229.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -0.5% | -2.2% | +1.7% | -0.4% |
| 30D | +4.4% | -7.0% | +11.4% | +4.8% |
| 3M | -1.1% | +12.2% | -13.3% | -1.9% |
| 6M | -13.7% | -15.1% | +1.4% | -12.9% |
| YTD | +2.8% | -15.1% | +17.9% | +3.7% |
| 1Y | +24.8% | +2.3% | +22.5% | +24.5% |
| 3Y | +127.8% | -23.7% | +151.5% | +130.1% |
| 5Y | +141.1% | -38.9% | +180.1% | +142.0% |
| All | +248.5% | +19.1% | +229.4% | +247.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling