+248.5%
GLDM vs SGI
+472.4%
-223.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -0.5% | +8.5% | -9.1% | -0.8% |
| 30D | +4.4% | +0.7% | +3.7% | +4.4% |
| 3M | -1.1% | +0.6% | -1.7% | -1.1% |
| 6M | -13.7% | -17.9% | +4.3% | -13.4% |
| YTD | +2.8% | -21.2% | +23.9% | +3.2% |
| 1Y | +24.8% | -18.9% | +43.7% | +25.3% |
| 3Y | +127.8% | +52.6% | +75.2% | +125.6% |
| 5Y | +141.1% | +60.7% | +80.4% | +137.7% |
| All | +248.5% | +472.4% | -223.9% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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