+198.4%
GLDM vs SITM
+4,608.4%
-4,410.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -1.0% |
| 7D | -0.5% | +9.7% | -10.3% | -0.8% |
| 30D | +4.4% | +12.7% | -8.3% | +4.0% |
| 3M | -1.1% | -13.4% | +12.4% | -1.0% |
| 6M | -13.7% | +59.6% | -73.3% | -14.9% |
| YTD | +2.8% | +73.3% | -70.5% | +1.1% |
| 1Y | +24.8% | +165.5% | -140.7% | +21.5% |
| 3Y | +127.8% | +368.7% | -240.9% | +116.6% |
| 5Y | +141.1% | +172.5% | -31.4% | +127.8% |
| All | +198.4% | +4,608.4% | -4,410.0% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling