+213.0%
GLDM vs IT
+44.9%
+168.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.2% |
| 7D | -2.0% | -6.8% | +4.9% | -2.0% |
| 30D | -4.4% | -0.6% | -3.9% | -4.5% |
| 3M | -8.8% | +3.1% | -11.9% | -8.9% |
| 6M | -15.9% | +25.5% | -41.4% | -15.8% |
| YTD | -7.7% | -23.5% | +15.8% | -7.1% |
| 1Y | -3.6% | -16.6% | +13.0% | -3.2% |
| 3Y | +105.2% | -53.1% | +158.3% | +108.7% |
| 5Y | +112.8% | -41.4% | +154.2% | +114.9% |
| All | +213.0% | +44.9% | +168.1% | +204.5% |
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