+19.8%
LMT vs GLDM
+20.2%
-0.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.2% |
| 7D | -1.5% | +0.7% | -2.3% | -1.6% |
| 30D | -8.2% | +0.3% | -8.6% | -8.3% |
| 3M | +3.7% | +0.7% | +3.0% | +3.6% |
| 6M | -19.2% | -15.4% | -3.7% | -17.9% |
| YTD | +12.9% | +1.0% | +11.9% | +10.1% |
| 1Y | +19.8% | +19.7% | +0.1% | +9.1% |
| All | +19.8% | +20.2% | -0.4% | +9.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling