+124.8%
GLDM vs GRMN
+122.3%
+2.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.7% |
| 7D | +5.0% | +6.4% | -1.4% | +4.6% |
| 30D | -1.3% | +8.7% | -10.0% | -1.8% |
| 3M | -4.7% | -5.8% | +1.1% | -4.5% |
| 6M | -12.4% | +22.5% | -34.9% | -13.6% |
| YTD | -4.1% | +45.6% | -49.7% | -6.0% |
| 1Y | +3.3% | +47.5% | -44.1% | +1.2% |
| 3Y | +110.9% | +166.2% | -55.3% | +98.8% |
| 5Y | +124.8% | +124.1% | +0.7% | +109.5% |
| All | +124.8% | +122.3% | +2.5% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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