+219.4%
GLDM vs GRMN
+475.0%
-255.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | +4.7% | -0.1% | +4.4% |
| 30D | -0.9% | +3.4% | -4.3% | -1.1% |
| 3M | -4.3% | -5.0% | +0.7% | -4.1% |
| 6M | -13.4% | +18.6% | -32.0% | -14.2% |
| YTD | -5.8% | +42.5% | -48.3% | -7.4% |
| 1Y | +2.1% | +42.3% | -40.3% | +0.4% |
| 3Y | +105.0% | +158.5% | -53.4% | +95.8% |
| 5Y | +122.5% | +123.6% | -1.1% | +112.0% |
| All | +219.4% | +475.0% | -255.6% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling