+145.9%
GLDM vs TRU
-33.8%
+179.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.7% |
| 7D | -0.5% | -6.8% | +6.2% | -0.4% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -1.1% | +13.3% | -14.4% | -1.4% |
| 6M | -13.7% | +3.4% | -17.1% | -13.9% |
| YTD | +2.8% | -6.4% | +9.1% | +2.7% |
| 1Y | +24.8% | -9.7% | +34.5% | +24.9% |
| 3Y | +127.8% | +0.1% | +127.7% | +125.1% |
| All | +145.9% | -33.8% | +179.7% | +134.7% |
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