+219.4%
GLDM vs ROP
+82.5%
+136.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.8% |
| 7D | +4.7% | +2.1% | +2.5% | +4.6% |
| 30D | -0.9% | +32.9% | -33.8% | -1.1% |
| 3M | -4.3% | +20.0% | -24.3% | -4.4% |
| 6M | -13.4% | +36.4% | -49.8% | -13.6% |
| YTD | -5.8% | +7.8% | -13.6% | -5.5% |
| 1Y | +2.1% | +8.0% | -5.9% | +2.4% |
| 3Y | +105.0% | -3.5% | +108.5% | +106.4% |
| 5Y | +122.5% | +1.5% | +121.0% | +122.8% |
| All | +219.4% | +82.5% | +136.9% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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