+46.9%
LMT vs GLDM
+106.4%
-59.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +2.7% |
| 7D | -5.6% | +2.9% | -8.5% | -5.8% |
| 30D | +18.4% | -3.9% | +22.3% | +18.7% |
| 3M | +0.6% | -8.1% | +8.7% | +1.2% |
| 6M | +20.6% | -14.7% | +35.3% | +22.3% |
| YTD | +27.0% | -6.6% | +33.5% | +26.1% |
| 1Y | +36.9% | -2.1% | +38.9% | +34.9% |
| 3Y | +46.9% | +107.7% | -60.8% | +32.1% |
| All | +46.9% | +106.4% | -59.6% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling