+110.9%
GLDM vs NYT
+68.3%
+42.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | +1.9% |
| 7D | +5.0% | +3.2% | +1.8% | +5.0% |
| 30D | -1.3% | +8.8% | -10.1% | -1.2% |
| 3M | -4.7% | +14.0% | -18.7% | -4.6% |
| 6M | -12.4% | -8.5% | -3.9% | -12.4% |
| YTD | -4.1% | +5.2% | -9.3% | -4.2% |
| 1Y | +3.3% | +19.1% | -15.7% | +2.7% |
| 3Y | +110.9% | +73.3% | +37.6% | +103.9% |
| All | +110.9% | +68.3% | +42.7% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling