+124.3%
GLDM vs LII
+22.0%
+102.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.7% | +1.0% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | -1.7% | -4.6% | +2.9% | -1.5% |
| 3M | -3.5% | -21.7% | +18.1% | -2.3% |
| 6M | -10.1% | -32.8% | +22.7% | -8.4% |
| YTD | -5.0% | -27.5% | +22.5% | -3.7% |
| 1Y | +2.8% | -28.0% | +30.8% | +4.2% |
| 3Y | +105.1% | -7.2% | +112.3% | +106.0% |
| 5Y | +124.3% | +22.6% | +101.7% | +123.3% |
| All | +124.3% | +22.0% | +102.3% | +123.3% |
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