+36.0%
LHX vs GLDM
+107.1%
-71.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.8% | -4.6% | +9.4% | +5.7% |
| 30D | +14.7% | -5.5% | +20.1% | +15.8% |
| 3M | -5.1% | -10.9% | +5.7% | -3.2% |
| 6M | -9.9% | -17.3% | +7.4% | -6.4% |
| YTD | -6.1% | -10.2% | +4.1% | -4.2% |
| 1Y | -4.0% | -6.9% | +3.0% | -2.8% |
| 3Y | +56.9% | +98.7% | -41.7% | +30.4% |
| All | +36.0% | +107.1% | -71.1% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling