+38.4%
ORCL vs GLDM
+125.5%
-87.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -3.0% |
| 7D | -14.4% | -0.3% | -14.1% | -14.3% |
| 30D | -12.8% | -1.9% | -11.0% | -12.3% |
| 3M | -14.8% | -0.4% | -14.4% | -14.4% |
| 6M | -30.9% | -10.1% | -20.8% | -29.1% |
| YTD | -35.7% | -5.8% | -29.8% | -34.6% |
| 1Y | -49.5% | +3.1% | -52.6% | -49.4% |
| 3Y | +18.6% | +103.4% | -84.8% | +6.2% |
| 5Y | +38.4% | +125.5% | -87.1% | +14.0% |
| All | +38.4% | +125.5% | -87.1% | +14.0% |
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