+126.9%
INTC vs GLDM
+248.1%
-121.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.8% |
| 7D | +7.1% | -0.5% | +7.6% | +7.2% |
| 30D | -5.2% | +4.4% | -9.6% | -6.8% |
| 3M | -14.3% | -1.1% | -13.2% | -14.2% |
| 6M | +110.2% | -13.7% | +123.8% | +118.3% |
| YTD | +159.6% | +2.8% | +156.9% | +158.5% |
| 1Y | +289.3% | +24.8% | +264.4% | +267.9% |
| 3Y | +166.1% | +127.8% | +38.2% | +110.3% |
| 5Y | +94.4% | +141.1% | -46.8% | +50.1% |
| All | +126.9% | +248.1% | -121.2% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling