+204.7%
GLDM vs SFM
+136.1%
+68.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -4.6% | +6.0% | -10.7% | -4.7% |
| 30D | -5.5% | -19.5% | +14.0% | -5.2% |
| 3M | -10.9% | -37.0% | +26.2% | -10.3% |
| 6M | -17.3% | -41.0% | +23.7% | -16.8% |
| YTD | -10.2% | -34.6% | +24.5% | -9.8% |
| 1Y | -6.9% | -36.3% | +29.3% | -6.5% |
| 3Y | +98.7% | +24.5% | +74.1% | +96.1% |
| 5Y | +106.7% | +115.9% | -9.1% | +100.5% |
| All | +204.7% | +136.1% | +68.5% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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