+216.8%
GLDM vs GAP
-12.9%
+229.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.6% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -3.9% | -5.4% | +1.5% | -3.9% |
| 3M | -8.1% | +2.9% | -11.0% | -8.1% |
| 6M | -14.7% | -4.4% | -10.3% | -14.7% |
| YTD | -6.6% | -11.6% | +5.0% | -6.6% |
| 1Y | -2.1% | -6.0% | +4.0% | -2.1% |
| 3Y | +107.7% | +78.0% | +29.7% | +109.5% |
| 5Y | +116.5% | +8.5% | +108.0% | +117.1% |
| All | +216.8% | -12.9% | +229.6% | +204.4% |
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