+222.0%
GLDM vs LSCC
+1,478.6%
-1,256.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.6% | +9.4% | +1.2% |
| 7D | +1.9% | -4.8% | +6.7% | +2.0% |
| 30D | -1.7% | -27.1% | +25.4% | -0.7% |
| 3M | -3.5% | -23.6% | +20.1% | -2.8% |
| 6M | -10.1% | -19.8% | +9.8% | -9.6% |
| YTD | -5.0% | +33.2% | -38.3% | -5.8% |
| 1Y | +2.8% | +55.2% | -52.5% | +1.6% |
| 3Y | +105.1% | +70.1% | +35.0% | +101.2% |
| 5Y | +124.3% | +19.5% | +104.8% | +119.8% |
| All | +222.0% | +1,478.6% | -1,256.6% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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