+219.4%
GLDM vs INDA
+67.6%
+151.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +4.7% | +6.6% | -2.0% | +4.0% |
| 30D | -0.9% | +10.4% | -11.2% | -1.9% |
| 3M | -4.3% | +1.5% | -5.8% | -4.5% |
| 6M | -13.4% | +1.7% | -15.1% | -13.6% |
| YTD | -5.8% | -5.8% | 0.0% | -5.5% |
| 1Y | +2.1% | -5.1% | +7.1% | +2.3% |
| 3Y | +105.0% | +16.0% | +89.0% | +102.6% |
| 5Y | +122.5% | +9.3% | +113.2% | +120.4% |
| All | +219.4% | +67.6% | +151.8% | +213.6% |
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