-83.4%
OPEN vs GLDM
+135.5%
-218.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.8% | -10.4% | -10.1% |
| 7D | -5.8% | +1.9% | -7.7% | -6.7% |
| 30D | -21.1% | -1.7% | -19.5% | -20.3% |
| 3M | -52.4% | -3.5% | -48.9% | -51.2% |
| 6M | -65.8% | -10.1% | -55.7% | -63.6% |
| YTD | -69.3% | -5.0% | -64.2% | -68.2% |
| 1Y | -75.2% | +2.8% | -78.0% | -75.3% |
| 3Y | -14.4% | +105.1% | -119.5% | -41.9% |
| 5Y | -92.0% | +124.3% | -216.3% | -95.0% |
| All | -83.4% | +135.5% | -218.9% | -89.5% |
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