-2.7%
GRAB vs GLDM
+99.9%
-102.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -5.0% | -4.6% | -0.4% | -3.8% |
| 30D | +11.3% | -5.5% | +16.8% | +12.9% |
| 3M | -12.4% | -10.9% | -1.6% | -10.2% |
| 6M | -10.7% | -17.3% | +6.6% | -6.9% |
| YTD | -35.1% | -10.2% | -24.9% | -34.1% |
| 1Y | -41.5% | -6.9% | -34.6% | -41.2% |
| 3Y | -2.7% | +98.7% | -101.4% | -19.0% |
| All | -2.7% | +99.9% | -102.6% | -19.0% |
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 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