+121.8%
GLDM vs TRU
-26.8%
+148.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.7% |
| 3M | -4.3% | +2.7% | -7.0% | -4.5% |
| 6M | -13.4% | +15.2% | -28.6% | -13.9% |
| YTD | -5.8% | -4.9% | -1.0% | -6.0% |
| 1Y | +2.1% | +3.4% | -1.4% | +1.6% |
| 3Y | +105.0% | +63.2% | +41.8% | +98.5% |
| All | +121.8% | -26.8% | +148.6% | +114.2% |
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 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