-74.7%
LULU vs GLDM
+99.9%
-174.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -4.6% | -4.6% | 0.0% | -4.3% |
| 30D | +12.3% | -5.5% | +17.7% | +12.7% |
| 3M | -11.6% | -10.9% | -0.8% | -11.0% |
| 6M | -12.8% | -17.3% | +4.5% | -12.0% |
| YTD | -49.2% | -10.2% | -39.0% | -48.9% |
| 1Y | -37.7% | -6.9% | -30.8% | -37.5% |
| 3Y | -74.7% | +98.7% | -173.3% | -78.0% |
| All | -74.7% | +99.9% | -174.6% | -78.0% |
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