+129.7%
GLDM vs LNT
+51.2%
+78.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +4.4% | -3.2% | +7.6% | +4.8% |
| 3M | -1.1% | -4.1% | +3.0% | -0.7% |
| 6M | -13.7% | -4.6% | -9.1% | -13.3% |
| YTD | +2.8% | +7.0% | -4.2% | +1.3% |
| 1Y | +24.8% | +8.3% | +16.6% | +22.8% |
| All | +129.7% | +51.2% | +78.4% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling