+51.4%
GLDM vs SARO
-8.1%
+59.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -2.5% |
| 7D | +2.9% | +12.9% | -10.1% | +1.9% |
| 30D | -3.9% | +41.2% | -45.2% | -6.5% |
| 3M | -8.1% | +0.6% | -8.7% | -8.4% |
| 6M | -14.7% | +13.3% | -28.0% | -15.8% |
| YTD | -6.6% | -0.7% | -5.9% | -7.3% |
| 1Y | -2.1% | +3.4% | -5.5% | -2.9% |
| All | +51.4% | -8.1% | +59.5% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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