+265.5%
GLDM vs GH
+481.7%
-216.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | +4.4% | -1.1% | +5.5% | +4.4% |
| 3M | -1.1% | +21.3% | -22.4% | -1.4% |
| 6M | -13.7% | +73.5% | -87.2% | -14.4% |
| YTD | +2.8% | +58.0% | -55.3% | +1.9% |
| 1Y | +24.8% | +163.1% | -138.2% | +23.0% |
| 3Y | +127.8% | +361.0% | -233.2% | +122.2% |
| 5Y | +141.1% | +22.5% | +118.6% | +136.3% |
| All | +265.5% | +481.7% | -216.1% | +262.2% |
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