+248.5%
GLDM vs LSCC
+1,766.3%
-1,517.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | +4.4% | -9.7% | +14.1% | +4.7% |
| 3M | -1.1% | -23.7% | +22.6% | -0.4% |
| 6M | -13.7% | +26.5% | -40.2% | -14.4% |
| YTD | +2.8% | +57.5% | -54.8% | +1.4% |
| 1Y | +24.8% | +75.7% | -50.8% | +22.9% |
| 3Y | +127.8% | +19.5% | +108.4% | +124.4% |
| 5Y | +141.1% | +83.8% | +57.4% | +134.1% |
| All | +248.5% | +1,766.3% | -1,517.9% | +238.1% |
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