+129.7%
GLDM vs SN
+389.7%
-260.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | -9.3% | +8.8% | -0.1% |
| 30D | +4.4% | -4.8% | +9.2% | +4.6% |
| 3M | -1.1% | +40.4% | -41.5% | -2.3% |
| 6M | -13.7% | +50.9% | -64.6% | -15.1% |
| YTD | +2.8% | +54.9% | -52.2% | +0.9% |
| 1Y | +24.8% | +43.0% | -18.2% | +22.7% |
| All | +129.7% | +389.7% | -260.0% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling