+219.3%
GLDM vs SM
+39.9%
+179.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -15.3% | +19.0% | +3.6% |
| 7D | -0.3% | -21.5% | +21.2% | -0.3% |
| 30D | -1.9% | -11.4% | +9.5% | -1.9% |
| 3M | -0.4% | +0.6% | -1.0% | -0.4% |
| 6M | -10.1% | +0.2% | -10.3% | -10.1% |
| YTD | -5.8% | +69.7% | -75.5% | -5.9% |
| 1Y | +3.1% | +71.6% | -68.5% | +3.0% |
| 3Y | +103.4% | -16.9% | +120.3% | +103.3% |
| 5Y | +125.5% | -3.2% | +128.8% | +126.0% |
| All | +219.3% | +39.9% | +179.3% | +228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling