+248.5%
GLDM vs GPN
-11.9%
+260.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -0.5% | +0.8% | -1.3% | -0.5% |
| 30D | +4.4% | +5.8% | -1.4% | +4.4% |
| 3M | -1.1% | +37.0% | -38.1% | -1.4% |
| 6M | -13.7% | +20.1% | -33.8% | -13.9% |
| YTD | +2.8% | +20.4% | -17.6% | +2.5% |
| 1Y | +24.8% | +7.4% | +17.4% | +24.6% |
| 3Y | +127.8% | -26.1% | +153.9% | +128.0% |
| 5Y | +141.1% | -38.5% | +179.7% | +141.3% |
| All | +248.5% | -11.9% | +260.4% | +252.8% |
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