+106.7%
GLDM vs S
+32.3%
+74.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.8% | +9.7% | +0.9% |
| 7D | +1.9% | -16.7% | +18.6% | +1.9% |
| 30D | -1.7% | -17.0% | +15.3% | -1.6% |
| 3M | -3.5% | +2.0% | -5.5% | -3.5% |
| 6M | -10.1% | +35.1% | -45.1% | -10.2% |
| YTD | -5.0% | +42.8% | -47.8% | -5.2% |
| 1Y | +2.8% | +27.7% | -25.0% | +2.8% |
| All | +106.7% | +32.3% | +74.4% | +106.6% |
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