+216.8%
GLDM vs LII
+94.4%
+122.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +2.9% | +0.4% | +2.4% | +2.8% |
| 30D | -3.9% | -2.4% | -1.5% | -3.9% |
| 3M | -8.1% | -17.5% | +9.4% | -7.4% |
| 6M | -14.7% | -32.8% | +18.1% | -13.4% |
| YTD | -6.6% | -27.7% | +21.1% | -5.5% |
| 1Y | -2.1% | -28.1% | +26.0% | -0.9% |
| 3Y | +107.7% | -9.7% | +117.3% | +108.3% |
| 5Y | +116.5% | +19.5% | +97.0% | +114.7% |
| All | +216.8% | +94.4% | +122.4% | +216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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