+56.9%
LHX vs GLDM
+99.9%
-43.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.8% | -4.6% | +9.4% | +5.5% |
| 30D | +14.7% | -5.5% | +20.1% | +15.6% |
| 3M | -5.1% | -10.9% | +5.7% | -3.5% |
| 6M | -9.9% | -17.3% | +7.4% | -6.9% |
| YTD | -6.1% | -10.2% | +4.1% | -3.7% |
| 1Y | -4.0% | -6.9% | +3.0% | -2.0% |
| 3Y | +56.9% | +98.7% | -41.7% | +40.7% |
| All | +56.9% | +99.9% | -43.0% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling