+505.3%
GOOG vs GLDM
+248.1%
+257.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -6.8% | +4.4% | -11.2% | -7.5% |
| 3M | -9.1% | -1.1% | -8.0% | -9.0% |
| 6M | +10.7% | -13.7% | +24.4% | +12.9% |
| YTD | +7.1% | +2.8% | +4.3% | +6.1% |
| 1Y | +44.6% | +24.8% | +19.8% | +39.1% |
| 3Y | +147.4% | +127.8% | +19.6% | +114.9% |
| 5Y | +133.8% | +141.1% | -7.3% | +98.3% |
| All | +505.3% | +248.1% | +257.1% | +443.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling