+204.7%
GLDM vs INDA
+69.4%
+135.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | +1.1% | -5.7% | -4.7% |
| 30D | -5.5% | +9.4% | -14.8% | -6.3% |
| 3M | -10.9% | +2.9% | -13.8% | -11.1% |
| 6M | -17.3% | +7.2% | -24.6% | -17.9% |
| YTD | -10.2% | -4.8% | -5.3% | -10.0% |
| 1Y | -6.9% | -5.1% | -1.9% | -6.7% |
| 3Y | +98.7% | +16.7% | +82.0% | +96.2% |
| 5Y | +106.7% | +8.8% | +98.0% | +104.8% |
| All | +204.7% | +69.4% | +135.2% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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