+216.8%
GLDM vs ROP
+82.2%
+134.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | -3.9% | +30.3% | -34.2% | -4.1% |
| 3M | -8.1% | +17.8% | -25.9% | -8.2% |
| 6M | -14.7% | +38.9% | -53.6% | -14.9% |
| YTD | -6.6% | +7.6% | -14.2% | -6.3% |
| 1Y | -2.1% | +6.5% | -8.5% | -1.7% |
| 3Y | +107.7% | -6.3% | +114.0% | +109.2% |
| 5Y | +116.5% | +0.9% | +115.5% | +116.8% |
| All | +216.8% | +82.2% | +134.6% | +212.8% |
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