-72.9%
LULU vs GLDM
+141.3%
-214.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.7% |
| 7D | -12.6% | +0.7% | -13.3% | -12.6% |
| 30D | -19.7% | +0.3% | -20.1% | -19.8% |
| 3M | -12.2% | +0.7% | -12.9% | -12.3% |
| 6M | -39.3% | -15.4% | -23.9% | -39.3% |
| YTD | -50.3% | +1.0% | -51.4% | -50.5% |
| 1Y | -38.6% | +19.7% | -58.4% | -39.5% |
| 3Y | -74.0% | +126.5% | -200.5% | -76.3% |
| 5Y | -72.9% | +142.5% | -215.4% | -77.3% |
| All | -72.9% | +141.3% | -214.2% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling