+248.5%
GLDM vs SAN
+255.3%
-6.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | +4.4% | +2.0% | +2.4% | +4.3% |
| 3M | -1.1% | +19.7% | -20.8% | -1.7% |
| 6M | -13.7% | +30.6% | -44.3% | -14.4% |
| YTD | +2.8% | +28.8% | -26.1% | +1.9% |
| 1Y | +24.8% | +57.8% | -32.9% | +23.4% |
| 3Y | +127.8% | +338.1% | -210.3% | +123.0% |
| 5Y | +141.1% | +384.2% | -243.1% | +134.7% |
| All | +248.5% | +255.3% | -6.8% | +236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling