+237.7%
GLDM vs GH
+452.9%
-215.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.0% | +9.8% | +1.0% |
| 7D | +1.9% | -17.2% | +19.1% | +2.2% |
| 30D | -1.7% | -10.1% | +8.4% | -1.5% |
| 3M | -3.5% | -6.0% | +2.4% | -3.5% |
| 6M | -10.1% | +71.4% | -81.5% | -10.9% |
| YTD | -5.0% | +50.2% | -55.3% | -5.8% |
| 1Y | +2.8% | +61.4% | -58.6% | +1.9% |
| 3Y | +105.1% | +435.2% | -330.0% | +99.9% |
| 5Y | +124.3% | +39.2% | +85.1% | +119.8% |
| All | +237.7% | +452.9% | -215.2% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling