+47.0%
LLY vs GLDM
-11.0%
+57.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.4% |
| 7D | +10.1% | -0.3% | +10.3% | +10.1% |
| 30D | +24.0% | -1.9% | +25.9% | +24.3% |
| 3M | +27.3% | -0.4% | +27.7% | +27.8% |
| 6M | +47.0% | -10.1% | +57.0% | +46.8% |
| All | +47.0% | -11.0% | +57.9% | +46.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling