+106.7%
GLDM vs OMC
+24.9%
+81.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +1.9% | +7.6% | -5.7% | +1.9% |
| 30D | -1.7% | +16.0% | -17.7% | -1.5% |
| 3M | -3.5% | +7.7% | -11.2% | -3.5% |
| 6M | -10.1% | +14.5% | -24.6% | -10.0% |
| YTD | -5.0% | +11.2% | -16.3% | -5.0% |
| 1Y | +2.8% | +23.6% | -20.8% | +2.6% |
| All | +106.7% | +24.9% | +81.7% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling