+248.5%
GLDM vs FIVE
+154.4%
+94.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.0% |
| 7D | -0.5% | +4.3% | -4.8% | -0.6% |
| 30D | +4.4% | +12.5% | -8.1% | +4.2% |
| 3M | -1.1% | +31.2% | -32.3% | -1.6% |
| 6M | -13.7% | +14.4% | -28.0% | -13.9% |
| YTD | +2.8% | +33.9% | -31.1% | +2.2% |
| 1Y | +24.8% | +65.1% | -40.2% | +23.6% |
| 3Y | +127.8% | +49.0% | +78.8% | +125.0% |
| 5Y | +141.1% | +30.3% | +110.9% | +137.8% |
| All | +248.5% | +154.4% | +94.1% | +222.2% |
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