+213.0%
GLDM vs INDA
+69.9%
+143.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -2.0% | +3.1% | -5.1% | -2.3% |
| 30D | -4.4% | +11.3% | -15.7% | -5.5% |
| 3M | -8.8% | +3.0% | -11.8% | -9.1% |
| 6M | -15.9% | +6.5% | -22.4% | -16.4% |
| YTD | -7.7% | -4.6% | -3.1% | -7.5% |
| 1Y | -3.6% | -5.8% | +2.2% | -3.3% |
| 3Y | +105.2% | +16.8% | +88.4% | +102.7% |
| 5Y | +112.8% | +10.4% | +102.4% | +110.5% |
| All | +213.0% | +69.9% | +143.1% | +206.9% |
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