+107.7%
GLDM vs TRU
+57.9%
+49.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.6% |
| 7D | +2.9% | +4.6% | -1.7% | +2.8% |
| 30D | -3.9% | +25.4% | -29.4% | -4.5% |
| 3M | -8.1% | +4.0% | -12.1% | -8.4% |
| 6M | -14.7% | +14.5% | -29.2% | -15.1% |
| YTD | -6.6% | -3.7% | -2.9% | -6.8% |
| 1Y | -2.1% | +2.8% | -4.8% | -2.5% |
| 3Y | +107.7% | +58.5% | +49.2% | +94.0% |
| All | +107.7% | +57.9% | +49.8% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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