+121.8%
GLDM vs GPN
-25.2%
+146.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | -4.3% | +11.4% | -15.7% | -4.3% |
| 6M | -13.4% | +40.8% | -54.2% | -13.5% |
| YTD | -5.8% | +27.1% | -32.9% | -6.0% |
| 1Y | +2.1% | +29.2% | -27.1% | +1.9% |
| 3Y | +105.0% | -9.4% | +114.4% | +104.5% |
| All | +121.8% | -25.2% | +146.9% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling