+123.1%
GLDM vs GTLB
-50.5%
+173.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -2.6% |
| 7D | +2.9% | -10.9% | +13.8% | +3.0% |
| 30D | -3.9% | -15.3% | +11.4% | -3.7% |
| 3M | -8.1% | +14.6% | -22.7% | -8.3% |
| 6M | -14.7% | +79.6% | -94.3% | -15.2% |
| YTD | -6.6% | +24.3% | -30.9% | -6.8% |
| 1Y | -2.1% | +1.0% | -3.1% | -2.0% |
| 3Y | +107.7% | +4.6% | +103.1% | +107.0% |
| 5Y | +116.5% | -63.7% | +180.2% | +117.9% |
| All | +123.1% | -50.5% | +173.6% | +124.6% |
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