+107.7%
GLDM vs OMC
+31.9%
+75.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | +2.9% | +6.8% | -4.0% | +2.9% |
| 30D | -3.9% | +16.2% | -20.1% | -3.8% |
| 3M | -8.1% | +6.0% | -14.2% | -8.1% |
| 6M | -14.7% | +17.7% | -32.4% | -14.6% |
| YTD | -6.6% | +13.5% | -20.0% | -6.5% |
| 1Y | -2.1% | +27.2% | -29.3% | -2.2% |
| 3Y | +107.7% | +30.4% | +77.3% | +108.3% |
| All | +107.7% | +31.9% | +75.8% | +108.3% |
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