+219.4%
GLDM vs SFM
+122.7%
+96.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.7% |
| 7D | +4.7% | -1.2% | +5.9% | +4.7% |
| 30D | -0.9% | -24.8% | +23.9% | -0.5% |
| 3M | -4.3% | -43.7% | +39.4% | -3.6% |
| 6M | -13.4% | -37.3% | +23.9% | -12.9% |
| YTD | -5.8% | -38.4% | +32.6% | -5.3% |
| 1Y | +2.1% | -36.9% | +39.0% | +2.5% |
| 3Y | +105.0% | +20.7% | +84.4% | +102.5% |
| 5Y | +122.5% | +103.5% | +19.0% | +116.0% |
| All | +219.4% | +122.7% | +96.7% | +204.1% |
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