+105.0%
GLDM vs REPL
+48.4%
+56.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.0% | -8.8% | -0.9% |
| 7D | +4.7% | +22.8% | -18.1% | +4.5% |
| 30D | -0.9% | +63.8% | -64.7% | -1.4% |
| 3M | -4.3% | +68.1% | -72.4% | -4.9% |
| 6M | -13.4% | +528.5% | -541.9% | -15.7% |
| YTD | -5.8% | +122.4% | -128.2% | -8.0% |
| 1Y | +2.1% | +154.4% | -152.3% | -0.5% |
| 3Y | +105.0% | +68.0% | +37.0% | +97.4% |
| All | +105.0% | +48.4% | +56.6% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling