+116.5%
GLDM vs Z
-56.4%
+172.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -2.4% |
| 7D | +2.9% | -6.5% | +9.3% | +3.1% |
| 30D | -3.9% | -0.1% | -3.8% | -4.0% |
| 3M | -8.1% | -14.1% | +6.0% | -7.8% |
| 6M | -14.7% | -30.1% | +15.4% | -13.9% |
| YTD | -6.6% | -57.5% | +50.9% | -4.2% |
| 1Y | -2.1% | -60.3% | +58.3% | +0.6% |
| 3Y | +107.7% | -21.0% | +128.7% | +106.7% |
| 5Y | +116.5% | -54.9% | +171.4% | +114.7% |
| All | +116.5% | -56.4% | +172.9% | +114.7% |
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