+1,675.7%
LLY vs GLDM
+219.1%
+1,456.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -4.5% | +4.7% | -9.1% | -4.9% |
| 30D | +13.9% | -0.9% | +14.8% | +13.9% |
| 3M | +13.8% | -4.3% | +18.1% | +14.2% |
| 6M | +37.6% | -13.4% | +51.0% | +39.3% |
| YTD | +26.6% | -5.8% | +32.4% | +27.0% |
| 1Y | +45.3% | +2.1% | +43.3% | +44.7% |
| 3Y | +132.2% | +105.0% | +27.2% | +119.5% |
| 5Y | +434.7% | +122.5% | +312.2% | +399.9% |
| All | +1,675.7% | +219.1% | +1,456.6% | +1,729.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling