+110.1%
YUM vs GLDM
+245.4%
-135.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.0% |
| 7D | -4.0% | +0.2% | -4.2% | -4.1% |
| 30D | -0.1% | +0.3% | -0.4% | -0.2% |
| 3M | -4.3% | +3.3% | -7.6% | -4.7% |
| 6M | -8.7% | -14.5% | +5.7% | -7.1% |
| YTD | -3.1% | +1.9% | -5.1% | -4.2% |
| 1Y | +1.0% | +21.1% | -20.1% | -3.0% |
| 3Y | +21.0% | +128.6% | -107.6% | +3.0% |
| 5Y | +22.9% | +143.8% | -120.9% | +2.4% |
| All | +110.1% | +245.4% | -135.3% | +78.6% |
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