+219.4%
GLDM vs GPN
-7.0%
+226.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | -4.3% | +11.4% | -15.7% | -4.4% |
| 6M | -13.4% | +40.8% | -54.2% | -13.7% |
| YTD | -5.8% | +27.1% | -32.9% | -6.1% |
| 1Y | +2.1% | +29.2% | -27.1% | +1.8% |
| 3Y | +105.0% | -9.4% | +114.4% | +104.7% |
| 5Y | +122.5% | -25.1% | +147.6% | +122.2% |
| All | +219.4% | -7.0% | +226.4% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling