+248.5%
GLDM vs OMC
+47.4%
+201.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -0.5% | -6.4% | +5.9% | -0.6% |
| 30D | +4.4% | +1.1% | +3.3% | +4.4% |
| 3M | -1.1% | +10.4% | -11.5% | -0.9% |
| 6M | -13.7% | -1.7% | -12.0% | -13.7% |
| YTD | +2.8% | +4.4% | -1.7% | +2.9% |
| 1Y | +24.8% | +8.4% | +16.4% | +25.0% |
| 3Y | +127.8% | +14.4% | +113.4% | +128.6% |
| 5Y | +141.1% | +33.9% | +107.3% | +142.6% |
| All | +248.5% | +47.4% | +201.1% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling