+204.7%
GLDM vs LNT
+127.3%
+77.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -4.6% | +1.0% | -5.7% | -4.7% |
| 30D | -5.5% | +9.6% | -15.1% | -6.4% |
| 3M | -10.9% | +5.4% | -16.3% | -11.4% |
| 6M | -17.3% | +3.1% | -20.4% | -17.7% |
| YTD | -10.2% | +16.5% | -26.6% | -11.8% |
| 1Y | -6.9% | +12.3% | -19.3% | -8.3% |
| 3Y | +98.7% | +70.3% | +28.3% | +86.9% |
| 5Y | +106.7% | +56.4% | +50.3% | +95.6% |
| All | +204.7% | +127.3% | +77.4% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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