+329.6%
LNG vs GLDM
+242.2%
+87.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.4% |
| 7D | -6.2% | +0.7% | -6.9% | -6.2% |
| 30D | +8.0% | +0.3% | +7.7% | +8.0% |
| 3M | +16.9% | +0.7% | +16.2% | +16.9% |
| 6M | +8.7% | -15.4% | +24.1% | +10.0% |
| YTD | +43.0% | +1.0% | +42.0% | +42.2% |
| 1Y | +19.4% | +19.7% | -0.3% | +16.5% |
| 3Y | +74.7% | +126.5% | -51.8% | +58.7% |
| 5Y | +222.4% | +142.5% | +79.9% | +190.9% |
| All | +329.6% | +242.2% | +87.4% | +296.6% |
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