+122.3%
GLDM vs RUN
-82.1%
+204.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +1.9% |
| 7D | +5.0% | +18.1% | -13.1% | +4.4% |
| 30D | -1.3% | +27.5% | -28.8% | -2.1% |
| 3M | -4.7% | -4.5% | -0.2% | -4.7% |
| 6M | -12.4% | -33.3% | +20.9% | -11.7% |
| YTD | -4.1% | -47.1% | +43.0% | -3.2% |
| 1Y | +3.3% | -43.1% | +46.5% | +4.1% |
| 3Y | +110.9% | -3.0% | +113.9% | +106.9% |
| All | +122.3% | -82.1% | +204.4% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling