+248.5%
GLDM vs GNRC
+272.8%
-24.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.0% |
| 7D | -0.5% | +1.9% | -2.5% | -0.6% |
| 30D | +4.4% | -13.8% | +18.2% | +4.9% |
| 3M | -1.1% | -32.6% | +31.6% | +0.2% |
| 6M | -13.7% | -15.2% | +1.5% | -13.3% |
| YTD | +2.8% | +37.4% | -34.6% | +1.8% |
| 1Y | +24.8% | +5.1% | +19.7% | +24.3% |
| 3Y | +127.8% | +57.5% | +70.3% | +123.9% |
| 5Y | +141.1% | -58.7% | +199.9% | +140.8% |
| All | +248.5% | +272.8% | -24.4% | +236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling