-7.8%
GLDM vs GNRC
+21.5%
-29.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -5.5% | +11.9% | -17.4% | -6.7% |
| 30D | -7.0% | -10.0% | +3.0% | -6.1% |
| 3M | -12.3% | -13.1% | +0.8% | -11.3% |
| 6M | -17.9% | -28.5% | +10.5% | -15.6% |
| YTD | -10.3% | +41.4% | -51.7% | -15.9% |
| 1Y | -7.8% | +18.8% | -26.5% | -13.0% |
| All | -7.8% | +21.5% | -29.2% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling