+125.5%
GLDM vs PL
+24.5%
+101.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.4% | +10.0% | +3.8% |
| 7D | -0.3% | -11.7% | +11.5% | 0.0% |
| 30D | -1.9% | -27.1% | +25.3% | -1.1% |
| 3M | -0.4% | -44.6% | +44.2% | +1.0% |
| 6M | -10.1% | -67.2% | +57.1% | -7.9% |
| YTD | -5.8% | -35.9% | +30.0% | -5.0% |
| 1Y | +3.1% | -0.4% | +3.5% | +3.3% |
| 3Y | +103.4% | +454.8% | -351.4% | +98.3% |
| 5Y | +125.5% | +24.8% | +100.8% | +124.2% |
| All | +125.5% | +24.5% | +101.0% | +124.2% |
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