+145.9%
GLDM vs IT
-40.5%
+186.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.9% |
| 7D | -0.5% | -6.0% | +5.5% | -0.6% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -1.1% | +13.1% | -14.1% | -0.7% |
| 6M | -13.7% | +11.7% | -25.4% | -13.2% |
| YTD | +2.8% | -26.1% | +28.9% | +3.7% |
| 1Y | +24.8% | -21.3% | +46.1% | +25.6% |
| 3Y | +127.8% | -46.7% | +174.6% | +132.0% |
| All | +145.9% | -40.5% | +186.4% | +151.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling