+225.3%
GLDM vs IT
+43.4%
+181.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +5.0% | -18.8% | +23.8% | +5.0% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | -4.7% | +2.9% | -7.6% | -4.7% |
| 6M | -12.4% | +20.4% | -32.8% | -12.3% |
| YTD | -4.1% | -24.3% | +20.2% | -3.4% |
| 1Y | +3.3% | -17.2% | +20.5% | +3.8% |
| 3Y | +110.9% | -52.4% | +163.4% | +114.4% |
| 5Y | +124.8% | -43.7% | +168.5% | +127.2% |
| All | +225.3% | +43.4% | +181.9% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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