+124.3%
GLDM vs Z
-54.8%
+179.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.6% | +11.5% | +1.3% |
| 7D | +1.9% | -2.3% | +4.1% | +1.9% |
| 30D | -1.7% | +9.4% | -11.0% | -2.1% |
| 3M | -3.5% | -16.1% | +12.6% | -3.1% |
| 6M | -10.1% | -30.4% | +20.4% | -9.2% |
| YTD | -5.0% | -55.6% | +50.6% | -2.8% |
| 1Y | +2.8% | -58.5% | +61.3% | +5.4% |
| 3Y | +105.1% | -19.6% | +124.7% | +104.0% |
| 5Y | +124.3% | -54.1% | +178.4% | +122.1% |
| All | +124.3% | -54.8% | +179.1% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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