+222.0%
GLDM vs FIVE
+143.4%
+78.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.9% |
| 7D | +1.9% | -1.7% | +3.6% | +1.9% |
| 30D | -1.7% | +14.9% | -16.6% | -2.0% |
| 3M | -3.5% | +7.6% | -11.2% | -3.7% |
| 6M | -10.1% | +6.4% | -16.5% | -10.2% |
| YTD | -5.0% | +28.1% | -33.1% | -5.5% |
| 1Y | +2.8% | +54.7% | -51.9% | +1.9% |
| 3Y | +105.1% | +36.1% | +69.1% | +102.9% |
| 5Y | +124.3% | +14.9% | +109.4% | +121.7% |
| All | +222.0% | +143.4% | +78.6% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling