+219.3%
GLDM vs SFM
+146.7%
+72.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | 0.0% | +3.6% |
| 7D | -0.3% | -12.3% | +12.0% | -0.1% |
| 30D | -1.9% | -16.2% | +14.3% | -1.7% |
| 3M | -0.4% | -36.8% | +36.4% | +0.2% |
| 6M | -10.1% | -32.6% | +22.5% | -9.7% |
| YTD | -5.8% | -31.7% | +25.9% | -5.5% |
| 1Y | +3.1% | -35.0% | +38.1% | +3.6% |
| 3Y | +103.4% | +30.6% | +72.7% | +100.6% |
| 5Y | +125.5% | +136.0% | -10.5% | +118.3% |
| All | +219.3% | +146.7% | +72.6% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling