+204.3%
GLDM vs OMC
+56.5%
+147.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.8% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -7.0% | +10.6% | -17.6% | -6.9% |
| 3M | -12.3% | +2.6% | -14.9% | -12.2% |
| 6M | -17.9% | +16.6% | -34.5% | -17.7% |
| YTD | -10.3% | +10.9% | -21.2% | -10.1% |
| 1Y | -7.8% | +22.1% | -29.8% | -7.5% |
| 3Y | +99.5% | +27.5% | +72.0% | +100.5% |
| 5Y | +106.5% | +50.6% | +55.9% | +108.2% |
| All | +204.3% | +56.5% | +147.7% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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