-86.9%
OPEN vs GLDM
+138.0%
-224.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | -0.4% |
| 7D | -21.7% | +5.0% | -26.6% | -23.7% |
| 30D | -36.5% | -1.3% | -35.2% | -35.8% |
| 3M | -59.5% | -4.7% | -54.8% | -58.3% |
| 6M | -71.9% | -12.4% | -59.5% | -69.7% |
| YTD | -75.8% | -4.1% | -71.8% | -75.1% |
| 1Y | -78.5% | +3.3% | -81.8% | -78.6% |
| 3Y | -30.2% | +110.9% | -141.1% | -53.2% |
| 5Y | -93.3% | +124.8% | -218.1% | -95.8% |
| All | -86.9% | +138.0% | -224.9% | -91.8% |
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