+145.9%
GLDM vs SM
+107.8%
+38.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | +26.3% | -21.9% | +4.1% |
| 3M | -1.1% | +8.7% | -9.7% | -1.2% |
| 6M | -13.7% | +51.7% | -65.3% | -14.7% |
| YTD | +2.8% | +99.0% | -96.3% | +0.6% |
| 1Y | +24.8% | +34.6% | -9.7% | +23.5% |
| 3Y | +127.8% | -7.8% | +135.6% | +126.8% |
| All | +145.9% | +107.8% | +38.0% | +145.2% |
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