+120.5%
GLDM vs GTLB
-49.8%
+170.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.2% |
| 7D | -2.0% | -9.6% | +7.7% | -1.9% |
| 30D | -4.4% | -15.5% | +11.1% | -4.3% |
| 3M | -8.8% | +12.4% | -21.2% | -9.0% |
| 6M | -15.9% | +84.6% | -100.4% | -16.4% |
| YTD | -7.7% | +26.1% | -33.8% | -7.9% |
| 1Y | -3.6% | +1.7% | -5.3% | -3.6% |
| 3Y | +105.2% | +6.1% | +99.2% | +104.5% |
| 5Y | +112.8% | -61.1% | +173.9% | +114.1% |
| All | +120.5% | -49.8% | +170.3% | +121.9% |
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