+403.7%
GOOGL vs GLDM
+221.7%
+182.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -0.4% | +1.9% | -2.3% | -0.8% |
| 30D | -18.7% | -1.7% | -17.0% | -18.5% |
| 3M | -22.0% | -3.5% | -18.5% | -21.6% |
| 6M | -27.2% | -10.1% | -17.1% | -26.0% |
| YTD | -9.5% | -5.0% | -4.5% | -9.2% |
| 1Y | -0.4% | +2.8% | -3.1% | -1.3% |
| 3Y | +121.0% | +105.1% | +15.8% | +94.6% |
| 5Y | +91.6% | +124.3% | -32.7% | +64.0% |
| All | +403.7% | +221.7% | +182.0% | +357.0% |
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