+216.8%
GLDM vs SBAC
+29.5%
+187.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | +2.9% | +3.6% | -0.8% | +2.6% |
| 30D | -3.9% | +4.9% | -8.8% | -4.3% |
| 3M | -8.1% | +6.5% | -14.6% | -8.7% |
| 6M | -14.7% | -11.1% | -3.6% | -14.1% |
| YTD | -6.6% | +0.9% | -7.5% | -7.1% |
| 1Y | -2.1% | -1.6% | -0.5% | -2.4% |
| 3Y | +107.7% | -7.0% | +114.7% | +107.2% |
| 5Y | +116.5% | -39.2% | +155.7% | +122.7% |
| All | +216.8% | +29.5% | +187.3% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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