+98.9%
GOOGL vs GLDM
+116.0%
-17.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.3% |
| 7D | +2.6% | +2.9% | -0.2% | +2.0% |
| 30D | -18.3% | -3.9% | -14.4% | -17.7% |
| 3M | -19.6% | -8.1% | -11.4% | -18.4% |
| 6M | -28.2% | -14.7% | -13.5% | -26.1% |
| YTD | -8.0% | -6.6% | -1.4% | -7.5% |
| 1Y | -0.7% | -2.1% | +1.4% | -1.1% |
| 3Y | +118.8% | +107.7% | +11.1% | +84.4% |
| 5Y | +98.9% | +116.5% | -17.6% | +54.6% |
| All | +98.9% | +116.0% | -17.2% | +54.6% |
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