+382.7%
LNG vs GLDM
+204.0%
+178.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.6% |
| 7D | +10.9% | -5.5% | +16.5% | +11.0% |
| 30D | +8.1% | -7.0% | +15.1% | +8.2% |
| 3M | +15.7% | -12.3% | +28.0% | +16.0% |
| 6M | +27.2% | -17.9% | +45.2% | +28.1% |
| YTD | +60.7% | -10.3% | +71.0% | +60.2% |
| 1Y | +46.3% | -7.8% | +54.1% | +45.3% |
| 3Y | +85.6% | +99.5% | -13.9% | +69.2% |
| 5Y | +211.6% | +106.5% | +105.1% | +181.2% |
| All | +382.7% | +204.0% | +178.7% | +346.8% |
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