+121.8%
GLDM vs FIVE
+14.2%
+107.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | -0.3% | +4.9% | +4.7% |
| 30D | -0.9% | +17.7% | -18.5% | -1.2% |
| 3M | -4.3% | +4.0% | -8.3% | -4.4% |
| 6M | -13.4% | +2.6% | -16.0% | -13.5% |
| YTD | -5.8% | +27.6% | -33.4% | -6.2% |
| 1Y | +2.1% | +59.9% | -57.9% | +1.2% |
| 3Y | +105.0% | +35.8% | +69.3% | +103.3% |
| All | +121.8% | +14.2% | +107.6% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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