+225.3%
GLDM vs SAN
+200.2%
+25.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.3% | +1.6% |
| 7D | +5.0% | +8.7% | -3.8% | +4.6% |
| 30D | -1.3% | -6.5% | +5.2% | -1.1% |
| 3M | -4.7% | -14.2% | +9.5% | -4.2% |
| 6M | -12.4% | +2.7% | -15.1% | -12.5% |
| YTD | -4.1% | +8.9% | -12.9% | -4.3% |
| 1Y | +3.3% | +23.4% | -20.0% | +2.8% |
| 3Y | +110.9% | +257.9% | -147.0% | +107.7% |
| 5Y | +124.8% | +297.8% | -173.0% | +120.0% |
| All | +225.3% | +200.2% | +25.1% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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