+241.6%
GLDM vs GFI
+1,483.3%
-1,241.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.8% |
| 7D | -2.0% | -4.9% | +2.9% | -1.0% |
| 30D | -1.5% | +10.7% | -12.3% | -3.5% |
| 3M | +3.3% | +25.6% | -22.3% | -1.6% |
| 6M | -16.2% | -8.3% | -7.9% | -15.7% |
| YTD | +0.7% | +6.3% | -5.6% | -1.3% |
| 1Y | +19.4% | +22.1% | -2.6% | +13.7% |
| 3Y | +125.5% | +289.2% | -163.7% | +72.9% |
| 5Y | +142.0% | +531.7% | -389.7% | +66.1% |
| All | +241.6% | +1,483.3% | -1,241.7% | +95.3% |
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