+105.0%
GLDM vs GPN
-11.4%
+116.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.8% |
| 7D | +4.7% | +0.6% | +4.1% | +4.7% |
| 30D | -0.9% | +20.1% | -21.0% | -0.7% |
| 3M | -4.3% | +11.4% | -15.7% | -4.2% |
| 6M | -13.4% | +40.8% | -54.2% | -13.3% |
| YTD | -5.8% | +27.1% | -32.9% | -5.8% |
| 1Y | +2.1% | +29.2% | -27.1% | +2.1% |
| 3Y | +105.0% | -9.4% | +114.4% | +100.3% |
| All | +105.0% | -11.4% | +116.4% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling