+216.8%
GLDM vs GPN
-3.0%
+219.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.7% |
| 7D | +2.9% | +3.7% | -0.8% | +2.8% |
| 30D | -3.9% | +23.6% | -27.5% | -4.0% |
| 3M | -8.1% | +18.3% | -26.4% | -8.2% |
| 6M | -14.7% | +47.8% | -62.5% | -15.0% |
| YTD | -6.6% | +32.6% | -39.1% | -6.9% |
| 1Y | -2.1% | +36.0% | -38.0% | -2.4% |
| 3Y | +107.7% | -3.9% | +111.5% | +107.3% |
| 5Y | +116.5% | -19.4% | +135.9% | +116.1% |
| All | +216.8% | -3.0% | +219.8% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling