-5.1%
LHX vs GLDM
+20.2%
-25.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | -10.4% | +0.3% | -10.7% | -10.6% |
| 3M | -14.9% | +0.7% | -15.6% | -15.3% |
| 6M | -29.6% | -15.4% | -14.2% | -25.9% |
| YTD | -11.8% | +1.0% | -12.8% | -11.8% |
| 1Y | -5.1% | +19.7% | -24.8% | -16.9% |
| All | -5.1% | +20.2% | -25.2% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling