-6.9%
GLDM vs ROP
+6.9%
-13.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.2% |
| 7D | -4.6% | +0.7% | -5.3% | -4.5% |
| 30D | -5.5% | +28.8% | -34.2% | -2.0% |
| 3M | -10.9% | +21.1% | -31.9% | -8.3% |
| 6M | -17.3% | +52.5% | -69.9% | -10.7% |
| YTD | -10.2% | +8.9% | -19.0% | -9.8% |
| 1Y | -6.9% | +8.2% | -15.2% | -6.6% |
| All | -6.9% | +6.9% | -13.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling