+248.5%
GLDM vs SONY
+156.8%
+91.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -0.5% | -1.2% | +0.6% | -0.5% |
| 30D | +4.4% | +9.4% | -5.0% | +3.7% |
| 3M | -1.1% | +10.5% | -11.5% | -1.8% |
| 6M | -13.7% | +11.7% | -25.4% | -14.5% |
| YTD | +2.8% | -4.1% | +6.8% | +2.7% |
| 1Y | +24.8% | -11.8% | +36.6% | +25.3% |
| 3Y | +127.8% | +45.9% | +81.9% | +121.1% |
| 5Y | +141.1% | +16.3% | +124.9% | +134.5% |
| All | +248.5% | +156.8% | +91.6% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling