+124.8%
GLDM vs GAP
+10.4%
+114.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.8% |
| 7D | +5.0% | 0.0% | +4.9% | +5.0% |
| 30D | -1.3% | -4.3% | +3.0% | -1.3% |
| 3M | -4.7% | +9.4% | -14.1% | -4.8% |
| 6M | -12.4% | -3.3% | -9.1% | -12.4% |
| YTD | -4.1% | -10.5% | +6.5% | -4.1% |
| 1Y | +3.3% | -2.4% | +5.7% | +3.2% |
| 3Y | +110.9% | +80.1% | +30.9% | +110.5% |
| 5Y | +124.8% | +6.5% | +118.3% | +121.7% |
| All | +124.8% | +10.4% | +114.4% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling