+147.4%
GLDM vs PL
+84.9%
+62.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -0.5% | -9.3% | +8.8% | -0.3% |
| 30D | +4.4% | -18.9% | +23.3% | +4.9% |
| 3M | -1.1% | -58.4% | +57.3% | +0.8% |
| 6M | -13.7% | -30.3% | +16.6% | -13.1% |
| YTD | +2.8% | -8.1% | +10.9% | +2.8% |
| 1Y | +24.8% | +180.5% | -155.6% | +23.1% |
| 3Y | +127.8% | +444.1% | -316.3% | +120.9% |
| 5Y | +141.1% | +83.0% | +58.1% | +141.3% |
| All | +147.4% | +84.9% | +62.5% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling