+372.0%
LLY vs GLDM
+143.3%
+228.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -1.6% | +4.4% | -6.0% | -2.0% |
| 3M | +2.3% | -1.1% | +3.3% | +2.3% |
| 6M | +14.9% | -13.7% | +28.6% | +16.0% |
| YTD | +7.5% | +2.8% | +4.7% | +6.9% |
| 1Y | +55.7% | +24.8% | +30.8% | +52.5% |
| 3Y | +110.6% | +127.8% | -17.2% | +98.3% |
| All | +372.0% | +143.3% | +228.7% | +333.5% |
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 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