+216.8%
GLDM vs SPG
+112.3%
+104.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.3% | -2.6% |
| 7D | +2.9% | +5.6% | -2.7% | +2.9% |
| 30D | -3.9% | +17.6% | -21.5% | -3.9% |
| 3M | -8.1% | +7.5% | -15.6% | -8.1% |
| 6M | -14.7% | +18.5% | -33.2% | -14.7% |
| YTD | -6.6% | +30.9% | -37.5% | -6.6% |
| 1Y | -2.1% | +34.1% | -36.2% | -2.1% |
| 3Y | +107.7% | +135.5% | -27.8% | +108.0% |
| 5Y | +116.5% | +86.5% | +29.9% | +116.1% |
| All | +216.8% | +112.3% | +104.5% | +214.5% |
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