+105.0%
GLDM vs TRU
+65.0%
+40.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | +4.7% | +5.7% | -1.1% | +4.5% |
| 30D | -0.9% | +29.2% | -30.1% | -1.5% |
| 3M | -4.3% | +2.7% | -7.0% | -4.5% |
| 6M | -13.4% | +15.2% | -28.6% | -13.8% |
| YTD | -5.8% | -4.9% | -1.0% | -6.1% |
| 1Y | +2.1% | +3.4% | -1.4% | +1.5% |
| 3Y | +105.0% | +63.2% | +41.8% | +90.2% |
| All | +105.0% | +65.0% | +40.0% | +90.2% |
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