+248.5%
GLDM vs GFI
+1,564.0%
-1,315.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -0.5% | +3.1% | -3.7% | -1.2% |
| 30D | +4.4% | +27.1% | -22.7% | -0.5% |
| 3M | -1.1% | +21.2% | -22.2% | -5.1% |
| 6M | -13.7% | -4.5% | -9.2% | -13.9% |
| YTD | +2.8% | +11.7% | -9.0% | -0.3% |
| 1Y | +24.8% | +46.0% | -21.2% | +15.2% |
| 3Y | +127.8% | +309.6% | -181.7% | +73.0% |
| 5Y | +141.1% | +506.0% | -364.9% | +66.2% |
| All | +248.5% | +1,564.0% | -1,315.5% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling