+222.0%
GLDM vs SGI
+456.0%
-234.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.9% |
| 7D | +1.9% | +5.3% | -3.4% | +1.7% |
| 30D | -1.7% | +8.2% | -9.9% | -2.0% |
| 3M | -3.5% | -2.2% | -1.3% | -3.5% |
| 6M | -10.1% | -8.4% | -1.6% | -10.0% |
| YTD | -5.0% | -23.4% | +18.4% | -4.6% |
| 1Y | +2.8% | -14.0% | +16.7% | +3.1% |
| 3Y | +105.1% | +78.8% | +26.3% | +102.7% |
| 5Y | +124.3% | +58.6% | +65.7% | +121.1% |
| All | +222.0% | +456.0% | -234.0% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling