+121.8%
GLDM vs GNRC
-60.8%
+182.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | +4.7% | -10.7% | +15.3% | +5.1% |
| 30D | -0.9% | -20.1% | +19.3% | +0.1% |
| 3M | -4.3% | -16.3% | +12.0% | -3.8% |
| 6M | -13.4% | -33.9% | +20.5% | -12.2% |
| YTD | -5.8% | +29.6% | -35.4% | -6.7% |
| 1Y | +2.1% | +14.9% | -12.9% | +1.3% |
| 3Y | +105.0% | +72.5% | +32.5% | +100.7% |
| All | +121.8% | -60.8% | +182.5% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling