+171.3%
GLDM vs SITM
+3,318.8%
-3,147.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.1% | -2.6% |
| 7D | +2.9% | -0.1% | +3.0% | +2.8% |
| 30D | -3.9% | -27.4% | +23.5% | -3.3% |
| 3M | -8.1% | -35.6% | +27.5% | -7.3% |
| 6M | -14.7% | -46.6% | +32.0% | -13.8% |
| YTD | -6.6% | +25.8% | -32.4% | -7.5% |
| 1Y | -2.1% | +38.2% | -40.3% | -3.3% |
| 3Y | +107.7% | +311.5% | -203.8% | +98.2% |
| 5Y | +116.5% | +94.6% | +21.8% | +106.1% |
| All | +171.3% | +3,318.8% | -3,147.6% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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