+216.8%
GLDM vs GSK
+84.9%
+131.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | +2.9% | +5.2% | -2.3% | +2.4% |
| 30D | -3.9% | +10.2% | -14.1% | -4.7% |
| 3M | -8.1% | -0.9% | -7.2% | -8.1% |
| 6M | -14.7% | +3.5% | -18.2% | -15.0% |
| YTD | -6.6% | +7.2% | -13.8% | -7.3% |
| 1Y | -2.1% | +12.0% | -14.1% | -3.1% |
| 3Y | +107.7% | +67.3% | +40.4% | +96.7% |
| 5Y | +116.5% | +45.3% | +71.2% | +106.1% |
| All | +216.8% | +84.9% | +131.8% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling