+121.8%
GLDM vs GTLB
-61.8%
+183.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | +4.7% | -11.1% | +15.8% | +4.8% |
| 30D | -0.9% | -7.5% | +6.6% | -0.8% |
| 3M | -4.3% | +34.8% | -39.1% | -4.6% |
| 6M | -13.4% | +98.0% | -111.4% | -14.0% |
| YTD | -5.8% | +28.1% | -33.9% | -6.0% |
| 1Y | +2.1% | +5.6% | -3.5% | +2.0% |
| 3Y | +105.0% | +15.9% | +89.1% | +104.1% |
| All | +121.8% | -61.8% | +183.6% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling