+107.0%
GLDM vs OMC
+52.4%
+54.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -4.6% | +1.9% | -6.5% | -4.6% |
| 30D | -5.5% | +12.2% | -17.7% | -5.4% |
| 3M | -10.9% | +0.6% | -11.5% | -10.9% |
| 6M | -17.3% | +21.0% | -38.3% | -17.3% |
| YTD | -10.2% | +12.4% | -22.5% | -10.1% |
| 1Y | -6.9% | +25.4% | -32.4% | -7.0% |
| 3Y | +98.7% | +29.2% | +69.5% | +98.6% |
| All | +107.0% | +52.4% | +54.5% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling