-87.0%
OPEN vs GLDM
+133.6%
-220.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.8% | -21.0% | -21.3% |
| 7D | -22.2% | +4.7% | -26.9% | -24.0% |
| 30D | -38.3% | -0.9% | -37.5% | -37.8% |
| 3M | -59.4% | -4.3% | -55.1% | -58.1% |
| 6M | -74.4% | -13.4% | -61.0% | -72.2% |
| YTD | -76.0% | -5.8% | -70.2% | -75.0% |
| 1Y | -78.7% | +2.1% | -80.7% | -78.6% |
| 3Y | -30.0% | +105.0% | -135.0% | -52.4% |
| 5Y | -93.7% | +122.5% | -216.2% | -96.1% |
| All | -87.0% | +133.6% | -220.7% | -91.7% |
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