+105.0%
GLDM vs GSK
+63.2%
+41.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | +1.7% | +3.0% | +4.6% |
| 30D | -0.9% | +7.0% | -7.9% | -1.3% |
| 3M | -4.3% | -2.7% | -1.7% | -4.2% |
| 6M | -13.4% | +1.4% | -14.8% | -13.5% |
| YTD | -5.8% | +5.3% | -11.2% | -6.0% |
| 1Y | +2.1% | +10.6% | -8.6% | +1.7% |
| 3Y | +105.0% | +62.6% | +42.4% | +94.0% |
| All | +105.0% | +63.2% | +41.8% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling