+204.7%
GLDM vs NYT
+203.6%
+1.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -4.6% | +6.5% | -11.1% | -4.7% |
| 30D | -5.5% | +8.4% | -13.9% | -5.5% |
| 3M | -10.9% | +13.9% | -24.8% | -11.0% |
| 6M | -17.3% | -4.8% | -12.5% | -17.3% |
| YTD | -10.2% | +6.2% | -16.3% | -10.3% |
| 1Y | -6.9% | +14.3% | -21.2% | -7.3% |
| 3Y | +98.7% | +73.6% | +25.1% | +95.9% |
| 5Y | +106.7% | +60.6% | +46.1% | +103.0% |
| All | +204.7% | +203.6% | +1.1% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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