-72.2%
GRAB vs GLDM
+121.8%
-193.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +25.8% | +4.7% | +21.2% | +24.4% |
| 30D | +10.7% | -0.9% | +11.6% | +11.0% |
| 3M | -7.1% | -4.3% | -2.8% | -6.2% |
| 6M | -9.5% | -13.4% | +3.8% | -6.4% |
| YTD | -31.7% | -5.8% | -25.9% | -31.5% |
| 1Y | -39.4% | +2.1% | -41.5% | -40.7% |
| 3Y | +8.6% | +105.0% | -96.4% | -16.2% |
| All | -72.2% | +121.8% | -193.9% | -81.3% |
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 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