+241.6%
GLDM vs GFI
+1,519.2%
-1,277.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -2.0% | -2.7% | +0.7% | -1.4% |
| 30D | -1.5% | +13.2% | -14.8% | -3.9% |
| 3M | +3.3% | +28.5% | -25.2% | -2.0% |
| 6M | -16.2% | -6.2% | -10.0% | -16.0% |
| YTD | +0.7% | +8.7% | -8.0% | -1.7% |
| 1Y | +19.4% | +24.8% | -5.4% | +13.2% |
| 3Y | +125.5% | +298.0% | -172.5% | +72.2% |
| 5Y | +142.0% | +546.0% | -404.0% | +65.4% |
| All | +241.6% | +1,519.2% | -1,277.6% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling