+233.0%
GLDM vs REPL
+39.1%
+193.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.8% |
| 7D | +5.0% | +14.2% | -9.2% | +4.8% |
| 30D | -1.3% | +65.9% | -67.2% | -1.8% |
| 3M | -4.7% | +84.6% | -89.3% | -5.3% |
| 6M | -12.4% | +446.9% | -459.3% | -14.6% |
| YTD | -4.1% | +129.0% | -133.1% | -6.3% |
| 1Y | +3.3% | +167.9% | -164.5% | +0.7% |
| 3Y | +110.9% | +93.9% | +17.0% | +102.5% |
| 5Y | +124.8% | -33.0% | +157.8% | +117.6% |
| All | +233.0% | +39.1% | +193.8% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling