-21.4%
LULU vs GLDM
+245.4%
-266.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.5% |
| 7D | -16.9% | +0.2% | -17.1% | -16.9% |
| 30D | -22.0% | +0.3% | -22.2% | -22.0% |
| 3M | -17.8% | +3.3% | -21.1% | -18.2% |
| 6M | -41.3% | -14.5% | -26.8% | -40.6% |
| YTD | -52.0% | +1.9% | -54.0% | -52.4% |
| 1Y | -39.8% | +21.1% | -60.9% | -41.8% |
| 3Y | -74.8% | +128.6% | -203.4% | -78.5% |
| 5Y | -76.3% | +143.8% | -220.1% | -80.4% |
| All | -21.4% | +245.4% | -266.7% | -31.7% |
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