+3.1%
GLDM vs RUN
-53.7%
+56.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.5% |
| 7D | -0.3% | +18.5% | -18.7% | -2.0% |
| 30D | -1.9% | +15.5% | -17.4% | -3.4% |
| 3M | -0.4% | -20.3% | +19.9% | +1.2% |
| 6M | -10.1% | -30.8% | +20.7% | -7.7% |
| YTD | -5.8% | -52.2% | +46.4% | -2.4% |
| 1Y | +3.1% | -53.9% | +57.0% | +7.1% |
| All | +3.1% | -53.7% | +56.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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