+21.1%
GLDM vs GFI
+34.7%
-13.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.1% |
| 7D | +0.2% | +4.7% | -4.5% | -1.6% |
| 30D | +0.3% | +14.4% | -14.2% | -4.7% |
| 3M | +3.3% | +32.5% | -29.2% | -7.6% |
| 6M | -14.5% | -7.2% | -7.3% | -14.1% |
| YTD | +1.9% | +10.9% | -8.9% | -2.5% |
| 1Y | +21.1% | +35.5% | -14.4% | +12.7% |
| All | +21.1% | +34.7% | -13.6% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling