+107.0%
GLDM vs SGI
+41.4%
+65.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | -5.3% | +0.7% | -4.3% |
| 30D | -5.5% | -2.1% | -3.4% | -5.4% |
| 3M | -10.9% | -8.2% | -2.7% | -10.5% |
| 6M | -17.3% | -4.6% | -12.8% | -17.1% |
| YTD | -10.2% | -31.5% | +21.3% | -8.9% |
| 1Y | -6.9% | -30.8% | +23.9% | -5.7% |
| 3Y | +98.7% | +67.2% | +31.4% | +97.8% |
| All | +107.0% | +41.4% | +65.6% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling