+112.4%
GLDM vs SNY
+17.1%
+95.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -2.0% | +2.0% | -4.0% | -2.1% |
| 30D | -4.4% | +21.9% | -26.3% | -5.4% |
| 3M | -8.8% | +11.2% | -20.0% | -9.3% |
| 6M | -15.9% | +14.0% | -29.8% | -16.4% |
| YTD | -7.7% | +5.5% | -13.2% | -8.0% |
| 1Y | -3.6% | -1.1% | -2.5% | -3.6% |
| 3Y | +105.2% | +21.2% | +84.1% | +103.1% |
| All | +112.4% | +17.1% | +95.3% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling