+118.8%
LMT vs GLDM
+248.1%
-129.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -6.3% | -0.5% | -5.7% | -6.2% |
| 30D | -8.5% | +4.4% | -12.9% | -9.0% |
| 3M | +1.8% | -1.1% | +2.9% | +1.8% |
| 6M | -19.9% | -13.7% | -6.3% | -18.6% |
| YTD | +10.6% | +2.8% | +7.8% | +9.4% |
| 1Y | +17.9% | +24.8% | -6.9% | +13.5% |
| 3Y | +27.0% | +127.8% | -100.9% | +12.0% |
| 5Y | +68.7% | +141.1% | -72.5% | +47.3% |
| All | +118.8% | +248.1% | -129.3% | +106.2% |
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