+124.3%
GLDM vs REPL
-40.1%
+164.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +0.9% |
| 7D | +1.9% | +15.1% | -13.2% | +1.7% |
| 30D | -1.7% | +51.1% | -52.8% | -2.1% |
| 3M | -3.5% | +69.2% | -72.8% | -4.1% |
| 6M | -10.1% | +597.6% | -607.6% | -12.7% |
| YTD | -5.0% | +106.0% | -111.0% | -7.3% |
| 1Y | +2.8% | +133.3% | -130.6% | +0.2% |
| 3Y | +105.1% | +41.0% | +64.1% | +97.4% |
| 5Y | +124.3% | -40.1% | +164.4% | +116.8% |
| All | +124.3% | -40.1% | +164.4% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling