-3.6%
GLDM vs SBAC
-2.9%
-0.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.2% |
| 7D | -2.0% | -2.8% | +0.8% | -1.9% |
| 30D | -4.4% | +3.1% | -7.6% | -4.5% |
| 3M | -8.8% | +5.1% | -14.0% | -9.0% |
| 6M | -15.9% | -11.4% | -4.5% | -16.2% |
| YTD | -7.7% | +0.2% | -7.9% | -8.2% |
| 1Y | -3.6% | -3.9% | +0.3% | -4.6% |
| All | -3.6% | -2.9% | -0.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling