+248.5%
GLDM vs RACE
+218.2%
+30.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -0.5% | -2.5% | +2.0% | -0.4% |
| 30D | +4.4% | +0.8% | +3.6% | +4.4% |
| 3M | -1.1% | +17.2% | -18.2% | -2.0% |
| 6M | -13.7% | +13.6% | -27.3% | -14.4% |
| YTD | +2.8% | +12.2% | -9.4% | +1.9% |
| 1Y | +24.8% | -16.3% | +41.1% | +25.5% |
| 3Y | +127.8% | +36.4% | +91.4% | +122.4% |
| 5Y | +141.1% | +95.0% | +46.2% | +130.7% |
| All | +248.5% | +218.2% | +30.2% | +231.3% |
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