+248.5%
GLDM vs Z
-43.1%
+291.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -0.5% | -3.0% | +2.5% | -0.4% |
| 30D | +4.4% | -4.2% | +8.6% | +4.5% |
| 3M | -1.1% | -3.7% | +2.6% | -1.0% |
| 6M | -13.7% | -24.5% | +10.8% | -13.0% |
| YTD | +2.8% | -49.3% | +52.1% | +4.8% |
| 1Y | +24.8% | -58.7% | +83.5% | +28.0% |
| 3Y | +127.8% | -34.1% | +162.0% | +128.2% |
| 5Y | +141.1% | -64.5% | +205.7% | +143.3% |
| All | +248.5% | -43.1% | +291.5% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling