-10.1%
GLDM vs PL
-65.8%
+55.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.4% | +10.0% | +4.2% |
| 7D | -0.3% | -11.7% | +11.5% | +0.8% |
| 30D | -1.9% | -27.1% | +25.3% | +0.8% |
| 3M | -0.4% | -44.6% | +44.2% | +4.7% |
| 6M | -10.1% | -67.2% | +57.1% | -1.2% |
| All | -10.1% | -65.8% | +55.8% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling