+106.7%
GLDM vs P
+166.1%
-59.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.4% | +17.2% | +1.4% |
| 7D | +1.9% | -31.9% | +33.8% | +3.2% |
| 30D | -1.7% | -36.5% | +34.8% | -0.2% |
| 3M | -3.5% | +11.6% | -15.1% | -4.4% |
| 6M | -10.1% | +25.2% | -35.3% | -11.5% |
| YTD | -5.0% | +39.4% | -44.5% | -7.0% |
| 1Y | +2.8% | -3.7% | +6.5% | +1.3% |
| All | +106.7% | +166.1% | -59.4% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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