+106.5%
GLDM vs TRU
-25.2%
+131.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | -2.2% | -3.3% | -5.4% |
| 30D | -7.0% | +20.2% | -27.2% | -7.6% |
| 3M | -12.3% | +2.2% | -14.5% | -12.4% |
| 6M | -17.9% | +17.6% | -35.5% | -18.4% |
| YTD | -10.3% | -5.0% | -5.3% | -10.4% |
| 1Y | -7.8% | -1.0% | -6.8% | -8.1% |
| 3Y | +99.5% | +56.5% | +43.0% | +93.3% |
| 5Y | +106.5% | -26.2% | +132.7% | +99.7% |
| All | +106.5% | -25.2% | +131.7% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling