+107.7%
GLDM vs SPXS
-80.4%
+188.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.5% |
| 7D | +2.9% | +0.4% | +2.4% | +3.0% |
| 30D | -3.9% | +10.8% | -14.7% | -2.8% |
| 3M | -8.1% | +9.6% | -17.8% | -7.1% |
| 6M | -14.7% | -4.7% | -10.0% | -14.5% |
| YTD | -6.6% | -24.6% | +18.0% | -7.6% |
| 1Y | -2.1% | -24.6% | +22.5% | -3.1% |
| 3Y | +107.7% | -79.8% | +187.4% | +87.5% |
| All | +107.7% | -80.4% | +188.1% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling