+219.4%
GLDM vs GAP
-14.8%
+234.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | +4.7% | -3.8% | +8.4% | +4.6% |
| 30D | -0.9% | -9.0% | +8.2% | -0.9% |
| 3M | -4.3% | +5.5% | -9.8% | -4.3% |
| 6M | -13.4% | -11.1% | -2.3% | -13.4% |
| YTD | -5.8% | -13.6% | +7.7% | -5.9% |
| 1Y | +2.1% | -2.9% | +4.9% | +2.1% |
| 3Y | +105.0% | +69.6% | +35.4% | +106.7% |
| 5Y | +122.5% | +5.4% | +117.1% | +123.1% |
| All | +219.4% | -14.8% | +234.2% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling