+96.8%
GLDM vs SN
+671.3%
-574.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | 0.0% |
| 7D | -4.6% | +1.5% | -6.2% | -4.7% |
| 30D | -5.5% | +21.5% | -27.0% | -6.1% |
| 3M | -10.9% | +20.0% | -30.9% | -11.5% |
| 6M | -17.3% | +119.9% | -137.3% | -19.5% |
| YTD | -10.2% | +102.3% | -112.5% | -12.5% |
| 1Y | -6.9% | +148.0% | -154.9% | -9.7% |
| 3Y | +98.7% | +450.0% | -351.3% | +87.2% |
| All | +96.8% | +671.3% | -574.5% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling