+145.9%
GLDM vs LII
+25.3%
+120.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.0% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | -12.6% | +17.0% | +5.1% |
| 3M | -1.1% | -24.4% | +23.4% | +0.2% |
| 6M | -13.7% | -28.7% | +15.0% | -12.6% |
| YTD | +2.8% | -19.1% | +21.9% | +3.6% |
| 1Y | +24.8% | -29.7% | +54.5% | +26.4% |
| 3Y | +127.8% | +4.8% | +123.0% | +127.6% |
| All | +145.9% | +25.3% | +120.6% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling