+129.2%
GLDM vs GTLB
-50.0%
+179.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +1.9% |
| 7D | +5.0% | -9.6% | +14.5% | +5.1% |
| 30D | -1.3% | -14.5% | +13.2% | -1.1% |
| 3M | -4.7% | +20.9% | -25.6% | -4.9% |
| 6M | -12.4% | +81.4% | -93.8% | -12.9% |
| YTD | -4.1% | +25.6% | -29.6% | -4.3% |
| 1Y | +3.3% | +3.4% | -0.1% | +3.3% |
| 3Y | +110.9% | +8.9% | +102.0% | +110.1% |
| 5Y | +124.8% | -64.0% | +188.8% | +126.2% |
| All | +129.2% | -50.0% | +179.2% | +130.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling