+3.1%
GLDM vs GTLB
+6.1%
-3.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.3% | -9.7% | +9.4% | -0.2% |
| 30D | -1.9% | +1.7% | -3.5% | -1.8% |
| 3M | -0.4% | +43.6% | -44.0% | -0.2% |
| 6M | -10.1% | +113.0% | -123.0% | -9.0% |
| YTD | -5.8% | +39.5% | -45.4% | -3.4% |
| 1Y | +3.1% | +12.6% | -9.5% | +7.1% |
| All | +3.1% | +6.1% | -3.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling