+216.8%
GLDM vs IT
+41.8%
+174.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | +2.9% | -7.5% | +10.4% | +2.9% |
| 30D | -3.9% | -1.2% | -2.7% | -3.9% |
| 3M | -8.1% | -2.2% | -5.9% | -8.1% |
| 6M | -14.7% | +19.1% | -33.8% | -14.6% |
| YTD | -6.6% | -25.1% | +18.5% | -6.0% |
| 1Y | -2.1% | -17.4% | +15.3% | -1.6% |
| 3Y | +107.7% | -54.1% | +161.8% | +111.2% |
| 5Y | +116.5% | -42.7% | +159.1% | +118.7% |
| All | +216.8% | +41.8% | +174.9% | +208.2% |
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