+225.3%
GLDM vs GPN
-6.7%
+232.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +5.0% | -1.9% | +6.8% | +5.0% |
| 30D | -1.3% | +18.9% | -20.2% | -1.4% |
| 3M | -4.7% | +13.8% | -18.5% | -4.8% |
| 6M | -12.4% | +42.3% | -54.6% | -12.7% |
| YTD | -4.1% | +27.6% | -31.6% | -4.3% |
| 1Y | +3.3% | +30.3% | -26.9% | +3.0% |
| 3Y | +110.9% | -5.8% | +116.7% | +110.5% |
| 5Y | +124.8% | -22.6% | +147.4% | +124.4% |
| All | +225.3% | -6.7% | +232.0% | +229.4% |
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