+505.4%
GOOG vs GLDM
+242.2%
+263.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +1.1% | +0.7% | +0.3% | +1.0% |
| 30D | -5.1% | +0.3% | -5.4% | -5.2% |
| 3M | -7.1% | +0.7% | -7.8% | -7.3% |
| 6M | +12.7% | -15.4% | +28.1% | +15.3% |
| YTD | +7.1% | +1.0% | +6.1% | +6.4% |
| 1Y | +43.6% | +19.7% | +23.9% | +39.0% |
| 3Y | +146.8% | +126.5% | +20.3% | +114.5% |
| 5Y | +133.7% | +142.5% | -8.8% | +98.2% |
| All | +505.4% | +242.2% | +263.2% | +445.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling