+204.3%
GLDM vs SPG
+111.5%
+92.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | +3.1% | -8.6% | -5.5% |
| 30D | -7.0% | +16.4% | -23.4% | -7.0% |
| 3M | -12.3% | +7.1% | -19.3% | -12.3% |
| 6M | -17.9% | +16.1% | -34.0% | -17.9% |
| YTD | -10.3% | +30.4% | -40.7% | -10.3% |
| 1Y | -7.8% | +33.0% | -40.7% | -7.8% |
| 3Y | +99.5% | +134.6% | -35.2% | +99.8% |
| 5Y | +106.5% | +84.9% | +21.6% | +106.1% |
| All | +204.3% | +111.5% | +92.7% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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