+1,689.8%
LLY vs GLDM
+221.7%
+1,468.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -3.8% |
| 7D | -0.7% | +1.9% | -2.5% | -0.8% |
| 30D | +17.9% | -1.7% | +19.6% | +18.0% |
| 3M | +16.8% | -3.5% | +20.4% | +17.2% |
| 6M | +38.4% | -10.1% | +48.5% | +39.6% |
| YTD | +27.6% | -5.0% | +32.7% | +27.9% |
| 1Y | +48.3% | +2.8% | +45.6% | +47.6% |
| 3Y | +145.4% | +105.1% | +40.2% | +131.9% |
| 5Y | +438.9% | +124.3% | +314.6% | +403.5% |
| All | +1,689.8% | +221.7% | +1,468.1% | +1,742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling