+222.0%
GLDM vs INDA
+64.7%
+157.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +1.9% | +5.5% | -3.6% | +1.3% |
| 30D | -1.7% | +7.0% | -8.7% | -2.4% |
| 3M | -3.5% | -0.6% | -3.0% | -3.5% |
| 6M | -10.1% | +1.7% | -11.8% | -10.2% |
| YTD | -5.0% | -7.5% | +2.4% | -4.6% |
| 1Y | +2.8% | -7.9% | +10.7% | +3.3% |
| 3Y | +105.1% | +14.1% | +91.0% | +103.1% |
| 5Y | +124.3% | +7.4% | +116.9% | +122.6% |
| All | +222.0% | +64.7% | +157.3% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling