+219.3%
GLDM vs LII
+100.6%
+118.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.5% |
| 7D | -0.3% | +7.9% | -8.2% | -0.6% |
| 30D | -1.9% | -0.6% | -1.2% | -1.9% |
| 3M | -0.4% | -19.3% | +18.9% | +0.5% |
| 6M | -10.1% | -29.8% | +19.8% | -8.9% |
| YTD | -5.8% | -25.4% | +19.6% | -4.9% |
| 1Y | +3.1% | -26.2% | +29.3% | +4.2% |
| 3Y | +103.4% | -4.5% | +107.9% | +103.6% |
| 5Y | +125.5% | +26.7% | +98.9% | +123.2% |
| All | +219.3% | +100.6% | +118.7% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling