-2.4%
GLDM vs OMC
+26.3%
-28.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | +2.9% | +6.8% | -4.0% | +3.1% |
| 30D | -3.9% | +16.2% | -20.1% | -3.3% |
| 3M | -8.1% | +6.0% | -14.2% | -8.0% |
| 6M | -14.7% | +17.7% | -32.4% | -14.2% |
| YTD | -6.6% | +13.5% | -20.0% | -7.4% |
| All | -2.4% | +26.3% | -28.8% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling