+125.5%
GLDM vs RACE
+75.5%
+50.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +3.3% |
| 7D | -0.3% | +9.9% | -10.2% | -1.1% |
| 30D | -1.9% | +12.8% | -14.6% | -2.9% |
| 3M | -0.4% | +7.4% | -7.8% | -1.0% |
| 6M | -10.1% | +27.6% | -37.7% | -11.7% |
| YTD | -5.8% | +18.4% | -24.2% | -7.3% |
| 1Y | +3.1% | +9.5% | -6.4% | +2.0% |
| 3Y | +103.4% | +33.9% | +69.5% | +96.8% |
| 5Y | +125.5% | +74.9% | +50.7% | +114.5% |
| All | +125.5% | +75.5% | +50.1% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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