+222.0%
GLDM vs RUN
-27.4%
+249.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.3% | -11.4% | +0.5% |
| 7D | +1.9% | +30.0% | -28.2% | +1.1% |
| 30D | -1.7% | +27.0% | -28.7% | -2.4% |
| 3M | -3.5% | -5.9% | +2.4% | -3.5% |
| 6M | -10.1% | -26.7% | +16.6% | -9.6% |
| YTD | -5.0% | -46.4% | +41.3% | -4.2% |
| 1Y | +2.8% | -52.1% | +54.8% | +3.9% |
| 3Y | +105.1% | -8.9% | +114.1% | +100.5% |
| 5Y | +124.3% | -82.4% | +206.7% | +125.0% |
| All | +222.0% | -27.4% | +249.3% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling