+219.4%
GLDM vs LNT
+124.9%
+94.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +4.7% | +1.4% | +3.2% | +4.5% |
| 30D | -0.9% | +12.3% | -13.2% | -2.1% |
| 3M | -4.3% | +5.3% | -9.6% | -4.9% |
| 6M | -13.4% | +2.0% | -15.4% | -13.7% |
| YTD | -5.8% | +15.3% | -21.1% | -7.4% |
| 1Y | +2.1% | +12.3% | -10.2% | +0.6% |
| 3Y | +105.0% | +59.1% | +45.9% | +94.1% |
| 5Y | +122.5% | +51.7% | +70.8% | +111.1% |
| All | +219.4% | +124.9% | +94.5% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling