-74.8%
LULU vs GLDM
+130.1%
-204.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.9% | -16.5% | -17.3% |
| 7D | -16.7% | -0.5% | -16.2% | -16.7% |
| 30D | -18.5% | +4.4% | -22.9% | -18.7% |
| 3M | -19.5% | -1.1% | -18.4% | -19.5% |
| 6M | -41.9% | -13.7% | -28.2% | -42.2% |
| YTD | -51.6% | +2.8% | -54.4% | -51.7% |
| 1Y | -51.2% | +24.8% | -76.0% | -51.8% |
| All | -74.8% | +130.1% | -204.9% | -77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling