+196.3%
ORCL vs GLDM
+219.1%
-22.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -11.2% | +4.7% | -15.8% | -12.1% |
| 30D | -18.8% | -0.9% | -18.0% | -18.6% |
| 3M | -18.8% | -4.3% | -14.5% | -17.9% |
| 6M | -39.7% | -13.4% | -26.3% | -38.2% |
| YTD | -39.6% | -5.8% | -33.8% | -38.8% |
| 1Y | -51.7% | +2.1% | -53.8% | -51.6% |
| 3Y | +10.2% | +105.0% | -94.8% | +2.0% |
| 5Y | +30.8% | +122.5% | -91.7% | +18.9% |
| All | +196.3% | +219.1% | -22.8% | +182.6% |
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