+135.8%
GLDM vs GGLL
+198.0%
-62.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.5% | -2.8% | +3.4% |
| 7D | -0.3% | -23.1% | +22.8% | +0.7% |
| 30D | -1.9% | -32.9% | +31.0% | -0.3% |
| 3M | -0.4% | -44.9% | +44.5% | +2.0% |
| 6M | -10.1% | -49.5% | +39.5% | -7.8% |
| YTD | -5.8% | -28.9% | +23.1% | -5.2% |
| 1Y | +3.1% | -12.2% | +15.3% | +3.0% |
| 3Y | +103.4% | +163.5% | -60.1% | +94.5% |
| All | +135.8% | +198.0% | -62.2% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling