+107.0%
GLDM vs LCID
-96.8%
+203.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -0.9% |
| 7D | +4.7% | +8.9% | -4.3% | +4.5% |
| 30D | -0.9% | -15.4% | +14.6% | -0.7% |
| 3M | -4.3% | -52.9% | +48.6% | -3.7% |
| 6M | -13.4% | -46.8% | +33.5% | -13.1% |
| YTD | -5.8% | -68.9% | +63.1% | -5.2% |
| 1Y | +2.1% | -81.7% | +83.7% | +2.9% |
| 3Y | +105.0% | -92.4% | +197.4% | +106.9% |
| 5Y | +122.5% | -99.2% | +221.7% | +124.2% |
| All | +107.0% | -96.8% | +203.8% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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