-72.7%
GRAB vs GLDM
+139.3%
-211.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -4.5% |
| 7D | -6.1% | +0.7% | -6.8% | -6.2% |
| 30D | -11.2% | +0.3% | -11.5% | -11.3% |
| 3M | -2.4% | +0.7% | -3.1% | -2.7% |
| 6M | -18.3% | -15.4% | -2.9% | -14.9% |
| YTD | -34.9% | +1.0% | -35.9% | -35.8% |
| 1Y | -37.4% | +19.7% | -57.1% | -41.3% |
| 3Y | -12.6% | +126.5% | -139.1% | -33.6% |
| 5Y | -69.7% | +142.5% | -212.2% | -78.3% |
| All | -72.7% | +139.3% | -211.9% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling