+106.7%
GLDM vs SN
+384.9%
-278.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +1.9% | +3.8% | -1.9% | +1.7% |
| 30D | -1.7% | +17.5% | -19.2% | -2.4% |
| 3M | -3.5% | +19.2% | -22.8% | -4.3% |
| 6M | -10.1% | +84.9% | -95.0% | -12.5% |
| YTD | -5.0% | +94.0% | -99.1% | -8.0% |
| 1Y | +2.8% | +151.3% | -148.6% | -1.1% |
| All | +106.7% | +384.9% | -278.2% | +77.2% |
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 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