-89.0%
OPEN vs GLDM
+122.8%
-211.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.7% |
| 7D | -15.0% | -4.6% | -10.4% | -12.4% |
| 30D | -40.2% | -5.5% | -34.7% | -37.9% |
| 3M | -67.4% | -10.9% | -56.5% | -64.9% |
| 6M | -74.0% | -17.3% | -56.7% | -70.9% |
| YTD | -79.6% | -10.2% | -69.4% | -78.1% |
| 1Y | -86.1% | -6.9% | -79.2% | -85.3% |
| 3Y | -41.4% | +98.7% | -140.0% | -59.1% |
| 5Y | -94.9% | +106.7% | -201.6% | -96.6% |
| All | -89.0% | +122.8% | -211.8% | -92.8% |
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