+123.4%
GOOGL vs GLDM
+111.5%
+11.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | +3.3% | +5.0% | -1.7% | +2.3% |
| 30D | -18.1% | -1.3% | -16.8% | -17.9% |
| 3M | -18.6% | -4.7% | -13.9% | -18.0% |
| 6M | -28.0% | -12.4% | -15.6% | -26.4% |
| YTD | -7.8% | -4.1% | -3.7% | -7.6% |
| 1Y | +3.6% | +3.3% | +0.3% | +2.3% |
| 3Y | +123.4% | +110.9% | +12.4% | +84.5% |
| All | +123.4% | +111.5% | +11.8% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling