+248.5%
GLDM vs GPC
+90.6%
+157.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.4% | +5.1% | -0.7% | +4.3% |
| 3M | -1.1% | +41.5% | -42.6% | -1.6% |
| 6M | -13.7% | +21.8% | -35.5% | -14.1% |
| YTD | +2.8% | +14.6% | -11.8% | +2.4% |
| 1Y | +24.8% | +1.3% | +23.6% | +24.5% |
| 3Y | +127.8% | -1.4% | +129.2% | +127.1% |
| 5Y | +141.1% | +30.6% | +110.6% | +140.3% |
| All | +248.5% | +90.6% | +157.9% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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