+134.1%
LLY vs GLDM
+105.8%
+28.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -3.8% |
| 7D | -0.7% | +1.9% | -2.5% | -0.9% |
| 30D | +17.9% | -1.7% | +19.6% | +18.1% |
| 3M | +16.8% | -3.5% | +20.4% | +17.3% |
| 6M | +38.4% | -10.1% | +48.5% | +39.9% |
| YTD | +27.6% | -5.0% | +32.7% | +27.8% |
| 1Y | +48.3% | +2.8% | +45.6% | +47.2% |
| All | +134.1% | +105.8% | +28.2% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling