+145.5%
GLDM vs GTLB
-47.1%
+192.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -0.9% |
| 7D | -0.5% | +11.1% | -11.6% | -0.6% |
| 30D | +4.4% | +37.8% | -33.4% | +4.1% |
| 3M | -1.1% | +61.6% | -62.6% | -1.5% |
| 6M | -13.7% | +98.9% | -112.6% | -14.2% |
| YTD | +2.8% | +32.8% | -30.0% | +2.5% |
| 1Y | +24.8% | +14.7% | +10.2% | +24.7% |
| 3Y | +127.8% | +1.3% | +126.5% | +127.1% |
| All | +145.5% | -47.1% | +192.6% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling