+213.0%
GLDM vs LPLA
+378.8%
-165.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -1.2% |
| 7D | -2.0% | -3.2% | +1.2% | -2.0% |
| 30D | -4.4% | -8.6% | +4.2% | -4.6% |
| 3M | -8.8% | -18.7% | +9.8% | -9.3% |
| 6M | -15.9% | +4.5% | -20.4% | -15.7% |
| YTD | -7.7% | -15.3% | +7.6% | -7.9% |
| 1Y | -3.6% | -19.9% | +16.3% | -4.0% |
| 3Y | +105.2% | +33.4% | +71.8% | +108.5% |
| 5Y | +112.8% | +87.4% | +25.4% | +119.0% |
| All | +213.0% | +378.8% | -165.8% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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