+443.8%
LLY vs GLDM
+121.8%
+322.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.3% |
| 6M | +37.6% | -13.4% | +51.0% | +39.5% |
| YTD | +26.6% | -5.8% | +32.4% | +27.0% |
| 1Y | +45.3% | +2.1% | +43.3% | +44.5% |
| 3Y | +132.2% | +105.0% | +27.2% | +117.6% |
| All | +443.8% | +121.8% | +322.1% | +382.0% |
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