+248.5%
GLDM vs TROW
+25.8%
+222.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | -1.3% | +0.8% | -0.5% |
| 30D | +4.4% | -4.5% | +8.9% | +4.5% |
| 3M | -1.1% | +3.9% | -4.9% | -1.1% |
| 6M | -13.7% | +22.6% | -36.2% | -14.0% |
| YTD | +2.8% | +10.1% | -7.4% | +2.5% |
| 1Y | +24.8% | +3.6% | +21.3% | +24.7% |
| 3Y | +127.8% | +12.4% | +115.4% | +126.7% |
| 5Y | +141.1% | -37.5% | +178.6% | +138.2% |
| All | +248.5% | +25.8% | +222.7% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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