+403.9%
GS vs GLDM
+219.0%
+184.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +3.2% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +3.9% | -1.9% | +5.7% | +4.1% |
| 3M | -11.4% | -0.4% | -11.0% | -11.3% |
| 6M | +3.7% | -10.1% | +13.8% | +4.4% |
| YTD | +7.1% | -5.8% | +13.0% | +8.1% |
| 1Y | +19.7% | +3.1% | +16.5% | +21.0% |
| 3Y | +202.8% | +103.4% | +99.4% | +210.2% |
| 5Y | +156.7% | +125.5% | +31.2% | +161.9% |
| All | +403.9% | +219.0% | +184.9% | +444.2% |
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