-3.6%
GLDM vs RUN
-50.6%
+47.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.6% |
| 7D | -2.0% | +3.2% | -5.1% | -2.4% |
| 30D | -4.4% | +19.5% | -23.9% | -6.4% |
| 3M | -8.8% | -9.6% | +0.7% | -8.4% |
| 6M | -15.9% | -37.3% | +21.4% | -12.8% |
| YTD | -7.7% | -50.7% | +43.0% | -4.8% |
| 1Y | -3.6% | -54.1% | +50.5% | 0.0% |
| All | -3.6% | -50.6% | +47.0% | 0.0% |
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