+91.9%
GOOG vs GLDM
+121.8%
-29.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +2.1% | +4.7% | -2.6% | +1.1% |
| 30D | -18.3% | -0.9% | -17.4% | -18.1% |
| 3M | -20.3% | -4.3% | -16.0% | -19.8% |
| 6M | -28.1% | -13.4% | -14.7% | -26.2% |
| YTD | -9.3% | -5.8% | -3.5% | -9.0% |
| 1Y | -0.2% | +2.1% | -2.3% | -1.5% |
| 3Y | +118.0% | +105.0% | +13.0% | +84.6% |
| All | +91.9% | +121.8% | -29.9% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling