+125.5%
GLDM vs LSCC
+36.2%
+89.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.6% |
| 7D | -0.3% | +3.0% | -3.2% | -0.4% |
| 30D | -1.9% | -19.3% | +17.4% | -1.0% |
| 3M | -0.4% | -22.3% | +21.9% | +0.5% |
| 6M | -10.1% | -14.6% | +4.5% | -9.8% |
| YTD | -5.8% | +45.8% | -51.6% | -7.1% |
| 1Y | +3.1% | +69.6% | -66.5% | +1.3% |
| 3Y | +103.4% | +86.1% | +17.3% | +98.1% |
| 5Y | +125.5% | +30.7% | +94.8% | +116.6% |
| All | +125.5% | +36.2% | +89.3% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling