+2.1%
GLDM vs GLXY
-58.3%
+60.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.1% |
| 7D | +4.7% | -14.6% | +19.3% | +5.4% |
| 30D | -0.9% | -36.2% | +35.3% | +1.9% |
| 3M | -4.3% | -30.1% | +25.8% | -2.4% |
| 6M | -13.4% | -56.1% | +42.7% | -9.3% |
| YTD | -5.8% | -38.9% | +33.1% | -5.2% |
| 1Y | +2.1% | -55.0% | +57.1% | +4.4% |
| All | +2.1% | -58.3% | +60.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling