+222.0%
GLDM vs LPLA
+377.6%
-155.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.8% |
| 7D | +1.9% | +7.6% | -5.8% | +2.1% |
| 30D | -1.7% | -9.5% | +7.8% | -1.9% |
| 3M | -3.5% | -16.3% | +12.8% | -3.9% |
| 6M | -10.1% | -8.0% | -2.1% | -10.2% |
| YTD | -5.0% | -15.5% | +10.5% | -5.3% |
| 1Y | +2.8% | -19.4% | +22.1% | +2.4% |
| 3Y | +105.1% | +39.7% | +65.4% | +108.7% |
| 5Y | +124.3% | +83.0% | +41.3% | +130.8% |
| All | +222.0% | +377.6% | -155.7% | +233.8% |
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