+222.0%
GLDM vs GSK
+82.0%
+140.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.0% |
| 7D | +1.9% | +3.6% | -1.7% | +1.6% |
| 30D | -1.7% | +8.2% | -9.9% | -2.4% |
| 3M | -3.5% | -1.2% | -2.4% | -3.5% |
| 6M | -10.1% | +1.9% | -11.9% | -10.3% |
| YTD | -5.0% | +5.5% | -10.6% | -5.6% |
| 1Y | +2.8% | +11.8% | -9.0% | +1.6% |
| 3Y | +105.1% | +64.5% | +40.6% | +94.6% |
| 5Y | +124.3% | +41.9% | +82.4% | +113.9% |
| All | +222.0% | +82.0% | +140.0% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling