+107.8%
LHX vs GLDM
+248.1%
-140.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -2.0% | -0.5% | -1.4% | -1.9% |
| 30D | -9.9% | +4.4% | -14.3% | -10.8% |
| 3M | -16.5% | -1.1% | -15.4% | -16.5% |
| 6M | -29.6% | -13.7% | -15.9% | -27.7% |
| YTD | -11.6% | +2.8% | -14.3% | -12.0% |
| 1Y | -4.1% | +24.8% | -28.9% | -7.6% |
| 3Y | +53.3% | +127.8% | -74.6% | +32.1% |
| 5Y | +22.3% | +141.1% | -118.9% | +4.0% |
| All | +107.8% | +248.1% | -140.4% | +66.8% |
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