+140.0%
LMT vs GLDM
+221.7%
-81.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.2% |
| 7D | -10.5% | +1.9% | -12.4% | -10.6% |
| 30D | +12.9% | -1.7% | +14.6% | +13.1% |
| 3M | +0.4% | -3.5% | +3.9% | +0.6% |
| 6M | +14.7% | -10.1% | +24.7% | +15.8% |
| YTD | +21.3% | -5.0% | +26.3% | +21.0% |
| 1Y | +24.9% | +2.8% | +22.1% | +23.1% |
| 3Y | +37.7% | +105.1% | -67.4% | +23.0% |
| 5Y | +93.8% | +124.3% | -30.5% | +70.5% |
| All | +140.0% | +221.7% | -81.7% | +128.0% |
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 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