+222.0%
GLDM vs SAN
+189.4%
+32.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +1.9% | +3.5% | -1.6% | +1.7% |
| 30D | -1.7% | -13.2% | +11.5% | -1.2% |
| 3M | -3.5% | -16.9% | +13.4% | -2.9% |
| 6M | -10.1% | +2.3% | -12.4% | -10.1% |
| YTD | -5.0% | +4.9% | -10.0% | -5.2% |
| 1Y | +2.8% | +20.4% | -17.7% | +2.4% |
| 3Y | +105.1% | +243.2% | -138.1% | +102.3% |
| 5Y | +124.3% | +275.3% | -151.0% | +119.8% |
| All | +222.0% | +189.4% | +32.6% | +213.6% |
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