+204.7%
GLDM vs SPXS
-98.8%
+303.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.2% |
| 7D | -4.6% | -7.5% | +2.9% | -4.9% |
| 30D | -5.5% | +5.3% | -10.8% | -5.2% |
| 3M | -10.9% | +9.7% | -20.6% | -10.5% |
| 6M | -17.3% | -4.6% | -12.8% | -17.3% |
| YTD | -10.2% | -25.8% | +15.6% | -10.6% |
| 1Y | -6.9% | -28.8% | +21.8% | -7.5% |
| 3Y | +98.7% | -80.2% | +178.8% | +93.0% |
| 5Y | +106.7% | -83.2% | +189.9% | +100.9% |
| All | +204.7% | -98.8% | +303.5% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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