-92.0%
OPEN vs GLDM
+126.2%
-218.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.8% | -10.4% | -10.1% |
| 7D | -5.8% | +1.9% | -7.7% | -6.6% |
| 30D | -21.1% | -1.7% | -19.5% | -20.3% |
| 3M | -52.4% | -3.5% | -48.9% | -51.3% |
| 6M | -65.8% | -10.1% | -55.7% | -63.7% |
| YTD | -69.3% | -5.0% | -64.2% | -68.1% |
| 1Y | -75.2% | +2.8% | -78.0% | -75.0% |
| 3Y | -14.4% | +105.1% | -119.5% | -37.0% |
| 5Y | -92.0% | +124.3% | -216.3% | -95.1% |
| All | -92.0% | +126.2% | -218.2% | -95.1% |
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