+222.0%
GLDM vs ROP
+88.0%
+133.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +1.9% | +9.2% | -7.3% | +1.8% |
| 30D | -1.7% | +35.5% | -37.2% | -1.9% |
| 3M | -3.5% | +24.4% | -28.0% | -3.7% |
| 6M | -10.1% | +38.0% | -48.1% | -10.3% |
| YTD | -5.0% | +11.1% | -16.1% | -4.8% |
| 1Y | +2.8% | +10.9% | -8.1% | +3.1% |
| 3Y | +105.1% | -0.5% | +105.6% | +106.4% |
| 5Y | +124.3% | +4.5% | +119.8% | +124.6% |
| All | +222.0% | +88.0% | +133.9% | +217.9% |
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