-37.4%
GRAB vs GLDM
+20.2%
-57.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -4.6% |
| 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% | -2.6% |
| 6M | -18.3% | -15.4% | -2.9% | -15.2% |
| YTD | -34.9% | +1.0% | -35.9% | -37.1% |
| 1Y | -37.4% | +19.7% | -57.1% | -43.3% |
| All | -37.4% | +20.2% | -57.5% | -43.3% |
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