+242.5%
GLDM vs GNRC
+278.5%
-36.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.8% |
| 7D | +0.7% | +4.8% | -4.1% | +0.6% |
| 30D | +0.3% | -10.4% | +10.7% | +0.7% |
| 3M | +0.7% | -28.5% | +29.2% | +1.7% |
| 6M | -15.4% | -6.8% | -8.7% | -15.3% |
| YTD | +1.0% | +39.5% | -38.5% | 0.0% |
| 1Y | +19.7% | +3.4% | +16.4% | +19.3% |
| 3Y | +126.5% | +65.1% | +61.4% | +122.3% |
| 5Y | +142.5% | -57.1% | +199.6% | +141.9% |
| All | +242.5% | +278.5% | -36.0% | +230.9% |
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