+106.7%
GLDM vs SFM
+24.6%
+82.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +6.0% | +0.9% |
| 7D | +1.9% | +7.5% | -5.6% | +1.8% |
| 30D | -1.7% | -20.8% | +19.1% | -1.6% |
| 3M | -3.5% | -39.4% | +35.8% | -3.4% |
| 6M | -10.1% | -34.5% | +24.4% | -9.9% |
| YTD | -5.0% | -35.2% | +30.2% | -4.9% |
| 1Y | +2.8% | -35.3% | +38.1% | +2.9% |
| All | +106.7% | +24.6% | +82.1% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling