+369.1%
ORLY vs GLDM
+248.1%
+121.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -5.9% | +4.4% | -10.3% | -6.3% |
| 3M | -0.6% | -1.1% | +0.5% | -0.5% |
| 6M | -6.8% | -13.7% | +6.9% | -5.6% |
| YTD | -3.6% | +2.8% | -6.4% | -3.6% |
| 1Y | -16.3% | +24.8% | -41.2% | -17.5% |
| 3Y | +39.1% | +127.8% | -88.7% | +30.2% |
| 5Y | +125.4% | +141.1% | -15.7% | +108.4% |
| All | +369.1% | +248.1% | +121.0% | +354.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling