+204.7%
GLDM vs LPLA
+364.7%
-160.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -4.6% | -0.9% | -3.7% | -4.6% |
| 30D | -5.5% | -9.5% | +4.0% | -5.7% |
| 3M | -10.9% | -21.9% | +11.0% | -11.4% |
| 6M | -17.3% | -2.6% | -14.7% | -17.3% |
| YTD | -10.2% | -17.8% | +7.6% | -10.4% |
| 1Y | -6.9% | -21.2% | +14.2% | -7.4% |
| 3Y | +98.7% | +30.6% | +68.0% | +101.7% |
| 5Y | +106.7% | +81.3% | +25.4% | +112.6% |
| All | +204.7% | +364.7% | -160.1% | +215.6% |
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