+105.0%
GLDM vs S
+34.5%
+70.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.8% |
| 7D | +4.7% | -13.4% | +18.1% | +4.7% |
| 30D | -0.9% | -14.0% | +13.1% | -0.8% |
| 3M | -4.3% | +4.9% | -9.2% | -4.3% |
| 6M | -13.4% | +42.0% | -55.4% | -13.5% |
| YTD | -5.8% | +45.1% | -50.9% | -5.9% |
| 1Y | +2.1% | +33.1% | -31.0% | +2.1% |
| 3Y | +105.0% | +40.6% | +64.4% | +104.9% |
| All | +105.0% | +34.5% | +70.6% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling