+997.6%
LITE vs GLDM
+219.0%
+778.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.7% | -11.5% | -8.9% |
| 7D | -31.4% | -0.3% | -31.2% | -31.4% |
| 30D | -42.6% | -1.9% | -40.7% | -42.2% |
| 3M | -26.2% | -0.4% | -25.8% | -26.0% |
| 6M | -35.8% | -10.1% | -25.7% | -34.1% |
| YTD | +70.0% | -5.8% | +75.9% | +72.4% |
| 1Y | +232.7% | +3.1% | +229.6% | +232.6% |
| 3Y | +1,365.7% | +103.4% | +1,262.3% | +1,185.1% |
| 5Y | +609.5% | +125.5% | +483.9% | +506.8% |
| All | +997.6% | +219.0% | +778.7% | +738.1% |
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