+248.5%
GLDM vs GSK
+80.1%
+168.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -0.5% | -1.8% | +1.3% | -0.4% |
| 30D | +4.4% | -2.2% | +6.6% | +4.6% |
| 3M | -1.1% | -1.8% | +0.8% | -1.0% |
| 6M | -13.7% | -10.6% | -3.1% | -13.0% |
| YTD | +2.8% | +4.4% | -1.7% | +2.3% |
| 1Y | +24.8% | +30.4% | -5.6% | +21.9% |
| 3Y | +127.8% | +60.1% | +67.7% | +116.6% |
| 5Y | +141.1% | +46.8% | +94.4% | +129.3% |
| All | +248.5% | +80.1% | +168.4% | +222.1% |
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 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