+222.0%
GLDM vs RACE
+227.9%
-5.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.0% |
| 7D | +1.9% | +5.7% | -3.8% | +1.5% |
| 30D | -1.7% | +9.3% | -11.0% | -2.3% |
| 3M | -3.5% | +3.8% | -7.4% | -3.8% |
| 6M | -10.1% | +29.8% | -39.9% | -11.4% |
| YTD | -5.0% | +15.6% | -20.7% | -6.1% |
| 1Y | +2.8% | +5.1% | -2.3% | +2.1% |
| 3Y | +105.1% | +30.8% | +74.3% | +100.6% |
| 5Y | +124.3% | +67.4% | +56.9% | +115.7% |
| All | +222.0% | +227.9% | -5.9% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling