+110.9%
GLDM vs GFI
+243.2%
-132.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.8% | -2.9% | +0.5% |
| 7D | +5.0% | +18.0% | -13.1% | 0.0% |
| 30D | -1.3% | +11.5% | -12.8% | -4.5% |
| 3M | -4.7% | +2.8% | -7.5% | -6.0% |
| 6M | -12.4% | -6.4% | -5.9% | -12.1% |
| YTD | -4.1% | -1.1% | -3.0% | -5.3% |
| 1Y | +3.3% | +10.8% | -7.5% | -0.8% |
| 3Y | +110.9% | +248.8% | -137.8% | +54.9% |
| All | +110.9% | +243.2% | -132.3% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling