+116.5%
GLDM vs SM
-10.9%
+127.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -2.6% |
| 7D | +2.9% | -19.5% | +22.4% | +3.0% |
| 30D | -3.9% | -20.2% | +16.3% | -3.7% |
| 3M | -8.1% | -6.5% | -1.6% | -8.2% |
| 6M | -14.7% | +1.6% | -16.3% | -15.0% |
| YTD | -6.6% | +61.2% | -67.8% | -8.6% |
| 1Y | -2.1% | +65.4% | -67.4% | -4.3% |
| 3Y | +107.7% | -13.0% | +120.7% | +105.9% |
| 5Y | +116.5% | -4.3% | +120.7% | +113.9% |
| All | +116.5% | -10.9% | +127.4% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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