+107.0%
GLDM vs SONY
+12.1%
+94.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | -5.5% | +11.1% | -16.6% | -6.4% |
| 3M | -10.9% | +14.7% | -25.5% | -12.1% |
| 6M | -17.3% | +18.8% | -36.1% | -18.8% |
| YTD | -10.2% | +5.7% | -15.9% | -11.2% |
| 1Y | -6.9% | -8.1% | +1.1% | -7.0% |
| 3Y | +98.7% | +64.0% | +34.7% | +88.8% |
| All | +107.0% | +12.1% | +94.9% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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