+446.1%
LITE vs GLDM
+126.2%
+319.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.8% | -19.5% | -18.9% |
| 7D | -44.6% | +1.9% | -46.5% | -45.0% |
| 30D | -55.0% | -1.7% | -53.3% | -54.7% |
| 3M | -38.3% | -3.5% | -34.8% | -37.5% |
| 6M | -48.8% | -10.1% | -38.7% | -47.3% |
| YTD | +38.3% | -5.0% | +43.3% | +40.0% |
| 1Y | +119.0% | +2.8% | +116.2% | +118.9% |
| 3Y | +1,092.0% | +105.1% | +986.9% | +945.2% |
| 5Y | +446.1% | +124.3% | +321.8% | +361.4% |
| All | +446.1% | +126.2% | +319.9% | +361.4% |
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