+216.8%
GLDM vs RUN
-35.9%
+252.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.6% | +7.9% | -2.3% |
| 7D | +2.9% | +0.3% | +2.5% | +2.8% |
| 30D | -3.9% | +14.0% | -17.9% | -4.3% |
| 3M | -8.1% | -11.8% | +3.6% | -7.9% |
| 6M | -14.7% | -40.4% | +25.7% | -13.7% |
| YTD | -6.6% | -52.7% | +46.1% | -5.4% |
| 1Y | -2.1% | -52.5% | +50.5% | -0.9% |
| 3Y | +107.7% | -7.7% | +115.4% | +103.1% |
| 5Y | +116.5% | -83.9% | +200.3% | +117.7% |
| All | +216.8% | -35.9% | +252.7% | +200.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling