+157.3%
GLDM vs GGLL
+328.7%
-171.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | -0.5% | -4.8% | +4.2% | -0.3% |
| 30D | +4.4% | -13.7% | +18.1% | +5.0% |
| 3M | -1.1% | -21.9% | +20.8% | -0.2% |
| 6M | -13.7% | +11.7% | -25.3% | -14.4% |
| YTD | +2.8% | +2.3% | +0.5% | +2.1% |
| 1Y | +24.8% | +76.2% | -51.3% | +21.6% |
| 3Y | +127.8% | +245.0% | -117.2% | +115.5% |
| All | +157.3% | +328.7% | -171.3% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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