+248.5%
GLDM vs ROP
+56.0%
+192.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.9% |
| 7D | -0.5% | -4.4% | +3.9% | -0.5% |
| 30D | +4.4% | +3.2% | +1.2% | +4.4% |
| 3M | -1.1% | +23.1% | -24.1% | -1.3% |
| 6M | -13.7% | +13.3% | -27.0% | -13.8% |
| YTD | +2.8% | -7.9% | +10.6% | +3.2% |
| 1Y | +24.8% | -22.1% | +46.9% | +26.1% |
| 3Y | +127.8% | -16.8% | +144.6% | +129.5% |
| 5Y | +141.1% | -13.5% | +154.7% | +141.8% |
| All | +248.5% | +56.0% | +192.5% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling