+98.7%
GLDM vs GNRC
+86.4%
+12.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -4.6% | +7.9% | -12.5% | -5.2% |
| 30D | -5.5% | -3.7% | -1.8% | -5.4% |
| 3M | -10.9% | -11.9% | +1.1% | -10.4% |
| 6M | -17.3% | -28.6% | +11.3% | -15.9% |
| YTD | -10.2% | +39.9% | -50.0% | -12.0% |
| 1Y | -6.9% | +23.4% | -30.3% | -8.5% |
| 3Y | +98.7% | +84.2% | +14.4% | +81.6% |
| All | +98.7% | +86.4% | +12.3% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling