+113.8%
RF vs GLDM
+104.1%
+9.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.3% |
| 7D | +2.3% | -0.3% | +2.5% | +2.2% |
| 30D | +7.2% | -1.9% | +9.1% | +7.3% |
| 3M | -8.2% | -0.4% | -7.8% | -8.2% |
| 6M | +7.0% | -10.1% | +17.1% | +7.6% |
| YTD | +10.3% | -5.8% | +16.1% | +11.0% |
| 1Y | +25.1% | +3.1% | +22.0% | +26.2% |
| All | +113.8% | +104.1% | +9.7% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling