+4.5%
GOOGL vs GLDM
-6.3%
+10.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.3% |
| 7D | +5.7% | -5.5% | +11.2% | +6.9% |
| 30D | -15.6% | -7.0% | -8.6% | -14.4% |
| 3M | -13.0% | -12.3% | -0.7% | -11.1% |
| 6M | -22.8% | -17.9% | -4.9% | -20.0% |
| YTD | -4.4% | -10.3% | +5.9% | -0.8% |
| 1Y | +4.5% | -7.8% | +12.2% | +6.7% |
| All | +4.5% | -6.3% | +10.8% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling