+124.1%
LHX vs GLDM
+212.7%
-88.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +6.5% | -2.0% | +8.4% | +6.8% |
| 30D | +16.1% | -4.4% | +20.5% | +16.9% |
| 3M | -2.8% | -8.8% | +6.0% | -1.4% |
| 6M | -7.7% | -15.9% | +8.2% | -5.0% |
| YTD | -4.6% | -7.7% | +3.1% | -3.3% |
| 1Y | -6.8% | -3.6% | -3.2% | -6.2% |
| 3Y | +60.8% | +105.2% | -44.4% | +41.3% |
| 5Y | +39.5% | +112.8% | -73.2% | +21.1% |
| All | +124.1% | +212.7% | -88.7% | +83.1% |
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