+124.3%
GLDM vs SM
-8.9%
+133.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.9% |
| 7D | +1.9% | -25.1% | +27.0% | +2.1% |
| 30D | -1.7% | -15.6% | +13.9% | -1.6% |
| 3M | -3.5% | +2.7% | -6.2% | -3.8% |
| 6M | -10.1% | -3.8% | -6.2% | -10.3% |
| YTD | -5.0% | +61.8% | -66.9% | -7.1% |
| 1Y | +2.8% | +71.4% | -68.6% | +0.4% |
| 3Y | +105.1% | -20.7% | +125.8% | +104.1% |
| 5Y | +124.3% | -11.5% | +135.8% | +121.3% |
| All | +124.3% | -8.9% | +133.2% | +121.3% |
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