+142.5%
GLDM vs NYT
+40.3%
+102.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.7% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +0.3% | +7.0% | -6.6% | +0.2% |
| 3M | +0.7% | -7.9% | +8.6% | +0.7% |
| 6M | -15.4% | -15.0% | -0.4% | -15.3% |
| YTD | +1.0% | -1.3% | +2.3% | +0.8% |
| 1Y | +19.7% | +16.9% | +2.9% | +18.9% |
| 3Y | +126.5% | +58.9% | +67.6% | +121.8% |
| 5Y | +142.5% | +40.9% | +101.6% | +135.9% |
| All | +142.5% | +40.3% | +102.1% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling