+110.5%
LHX vs GLDM
+219.1%
-108.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -6.4% | +4.7% | -11.0% | -7.1% |
| 30D | +11.2% | -0.9% | +12.1% | +11.3% |
| 3M | -9.8% | -4.3% | -5.5% | -9.3% |
| 6M | -13.2% | -13.4% | +0.2% | -11.1% |
| YTD | -10.4% | -5.8% | -4.6% | -9.5% |
| 1Y | -7.3% | +2.1% | -9.4% | -7.6% |
| 3Y | +51.5% | +105.0% | -53.6% | +33.1% |
| 5Y | +28.2% | +122.5% | -94.3% | +10.5% |
| All | +110.5% | +219.1% | -108.5% | +71.5% |
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