+148.3%
LMT vs GLDM
+204.4%
-56.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | +5.1% | -4.6% | +9.7% | +5.5% |
| 30D | +14.1% | -5.5% | +19.6% | +14.7% |
| 3M | +0.3% | -10.9% | +11.2% | +1.3% |
| 6M | +16.1% | -17.3% | +33.4% | +18.3% |
| YTD | +25.5% | -10.2% | +35.6% | +25.8% |
| 1Y | +34.1% | -6.9% | +41.1% | +33.7% |
| 3Y | +45.1% | +98.7% | -53.6% | +29.9% |
| 5Y | +100.9% | +106.7% | -5.8% | +78.1% |
| All | +148.3% | +204.4% | -56.1% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling