+124.8%
GLDM vs SCHG
+68.3%
+56.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.5% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | -1.3% | -7.2% | +5.9% | -0.5% |
| 3M | -4.7% | -4.7% | 0.0% | -4.2% |
| 6M | -12.4% | +0.1% | -12.5% | -12.3% |
| YTD | -4.1% | +4.8% | -8.9% | -4.5% |
| 1Y | +3.3% | +5.8% | -2.4% | +2.8% |
| 3Y | +110.9% | +82.5% | +28.4% | +102.8% |
| 5Y | +124.8% | +69.8% | +55.0% | +111.1% |
| All | +124.8% | +68.3% | +56.4% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling