+225.3%
GLDM vs GNRC
+275.6%
-50.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +1.6% |
| 7D | +5.0% | -6.6% | +11.6% | +5.2% |
| 30D | -1.3% | -16.1% | +14.8% | -0.7% |
| 3M | -4.7% | -11.1% | +6.4% | -4.5% |
| 6M | -12.4% | -29.9% | +17.6% | -11.6% |
| YTD | -4.1% | +38.4% | -42.5% | -5.1% |
| 1Y | +3.3% | +21.5% | -18.2% | +2.5% |
| 3Y | +110.9% | +83.5% | +27.4% | +106.3% |
| 5Y | +124.8% | -57.1% | +181.9% | +123.9% |
| All | +225.3% | +275.6% | -50.3% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling