+124.3%
GLDM vs PL
+11.6%
+112.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.1% | +11.0% | +1.1% |
| 7D | +1.9% | -20.5% | +22.4% | +2.5% |
| 30D | -1.7% | -38.8% | +37.1% | -0.5% |
| 3M | -3.5% | -49.1% | +45.6% | -2.0% |
| 6M | -10.1% | -69.4% | +59.3% | -7.7% |
| YTD | -5.0% | -42.3% | +37.3% | -3.9% |
| 1Y | +2.8% | -14.2% | +17.0% | +3.3% |
| 3Y | +105.1% | +398.7% | -293.6% | +100.5% |
| 5Y | +124.3% | +11.1% | +113.2% | +123.1% |
| All | +124.3% | +11.6% | +112.7% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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