+222.0%
GLDM vs LNT
+127.3%
+94.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +1.9% | +4.7% | -2.8% | +1.4% |
| 30D | -1.7% | +13.0% | -14.7% | -3.0% |
| 3M | -3.5% | +5.4% | -8.9% | -4.1% |
| 6M | -10.1% | +2.0% | -12.1% | -10.4% |
| YTD | -5.0% | +16.5% | -21.5% | -6.8% |
| 1Y | +2.8% | +13.3% | -10.5% | +1.2% |
| 3Y | +105.1% | +58.7% | +46.4% | +94.3% |
| 5Y | +124.3% | +53.3% | +71.0% | +112.6% |
| All | +222.0% | +127.3% | +94.7% | +206.2% |
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