+110.9%
GLDM vs GH
+567.5%
-456.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.4% | +1.7% |
| 7D | +5.0% | -7.0% | +12.0% | +5.2% |
| 30D | -1.3% | -5.2% | +3.9% | -1.2% |
| 3M | -4.7% | -5.8% | +1.1% | -4.6% |
| 6M | -12.4% | +65.9% | -78.3% | -14.1% |
| YTD | -4.1% | +55.5% | -59.5% | -6.0% |
| 1Y | +3.3% | +64.2% | -60.8% | +1.1% |
| 3Y | +110.9% | +606.0% | -495.1% | +96.9% |
| All | +110.9% | +567.5% | -456.5% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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