+241.6%
GLDM vs SNY
+46.9%
+194.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.0% | -3.3% | +1.4% | -1.8% |
| 30D | -1.5% | -2.2% | +0.6% | -1.4% |
| 3M | +3.3% | -3.0% | +6.4% | +3.5% |
| 6M | -16.2% | +2.7% | -18.9% | -16.3% |
| YTD | +0.7% | -6.8% | +7.6% | +1.1% |
| 1Y | +19.4% | -5.3% | +24.7% | +19.7% |
| 3Y | +125.5% | -9.8% | +135.3% | +125.7% |
| 5Y | +142.0% | +9.7% | +132.3% | +136.9% |
| All | +241.6% | +46.9% | +194.7% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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