+225.3%
GLDM vs GFI
+1,373.4%
-1,148.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.8% | -2.9% | +0.9% |
| 7D | +5.0% | +18.0% | -13.1% | +1.5% |
| 30D | -1.3% | +11.5% | -12.8% | -3.5% |
| 3M | -4.7% | +2.8% | -7.5% | -5.5% |
| 6M | -12.4% | -6.4% | -5.9% | -12.1% |
| YTD | -4.1% | -1.1% | -3.0% | -4.9% |
| 1Y | +3.3% | +10.8% | -7.5% | +0.2% |
| 3Y | +110.9% | +248.8% | -137.8% | +65.0% |
| 5Y | +124.8% | +407.7% | -283.0% | +59.8% |
| All | +225.3% | +1,373.4% | -1,148.1% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling