+106.7%
GLDM vs M
+110.5%
-3.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +1.0% |
| 7D | +1.9% | -2.1% | +4.0% | +1.9% |
| 30D | -1.7% | +7.7% | -9.4% | -1.9% |
| 3M | -3.5% | -4.4% | +0.8% | -3.5% |
| 6M | -10.1% | +27.5% | -37.6% | -10.6% |
| YTD | -5.0% | +12.8% | -17.8% | -5.4% |
| 1Y | +2.8% | +20.7% | -17.9% | +2.1% |
| All | +106.7% | +110.5% | -3.8% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling