+248.5%
GLDM vs SPG
+87.6%
+160.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | +4.4% | -6.8% | +11.2% | +4.4% |
| 3M | -1.1% | +2.7% | -3.7% | -1.1% |
| 6M | -13.7% | +5.5% | -19.1% | -13.7% |
| YTD | +2.8% | +15.7% | -12.9% | +2.8% |
| 1Y | +24.8% | +20.9% | +4.0% | +24.8% |
| 3Y | +127.8% | +112.4% | +15.4% | +128.2% |
| 5Y | +141.1% | +101.4% | +39.8% | +141.3% |
| All | +248.5% | +87.6% | +160.8% | +246.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling