+248.5%
GLDM vs LPLA
+470.4%
-221.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -0.5% | -3.1% | +2.5% | -0.6% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | -1.1% | +23.2% | -24.3% | -0.4% |
| 6M | -13.7% | +15.5% | -29.2% | -13.3% |
| YTD | +2.8% | +0.9% | +1.9% | +2.9% |
| 1Y | +24.8% | +0.2% | +24.7% | +25.1% |
| 3Y | +127.8% | +55.2% | +72.6% | +132.3% |
| 5Y | +141.1% | +145.4% | -4.3% | +149.7% |
| All | +248.5% | +470.4% | -221.9% | +262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling