+216.8%
GLDM vs GFI
+1,269.7%
-1,052.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.0% | +4.4% | -1.2% |
| 7D | +2.9% | +10.4% | -7.5% | +0.8% |
| 30D | -3.9% | +3.6% | -7.5% | -4.7% |
| 3M | -8.1% | -5.1% | -3.1% | -7.5% |
| 6M | -14.7% | -13.0% | -1.7% | -13.1% |
| YTD | -6.6% | -8.0% | +1.5% | -6.1% |
| 1Y | -2.1% | -5.0% | +3.0% | -2.3% |
| 3Y | +107.7% | +228.8% | -121.1% | +64.4% |
| 5Y | +116.5% | +354.4% | -237.9% | +57.0% |
| All | +216.8% | +1,269.7% | -1,052.9% | +85.8% |
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