+23.7%
INTC vs GLDM
+221.7%
-197.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.8% | -11.2% | -10.6% |
| 7D | -43.2% | +1.9% | -45.1% | -43.5% |
| 30D | -53.6% | -1.7% | -51.9% | -53.1% |
| 3M | -48.3% | -3.5% | -44.8% | -47.6% |
| 6M | -51.7% | -10.1% | -41.6% | -49.8% |
| YTD | +41.6% | -5.0% | +46.6% | +45.4% |
| 1Y | +36.1% | +2.8% | +33.4% | +37.0% |
| 3Y | +39.3% | +105.1% | -65.8% | +14.3% |
| 5Y | +10.6% | +124.3% | -113.7% | -12.0% |
| All | +23.7% | +221.7% | -197.9% | +2.9% |
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