+112.8%
GLDM vs SPXS
-83.8%
+196.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.4% |
| 7D | -2.0% | +1.5% | -3.4% | -1.8% |
| 30D | -4.4% | +6.3% | -10.8% | -4.0% |
| 3M | -8.8% | +4.2% | -13.1% | -8.5% |
| 6M | -15.9% | -7.9% | -8.0% | -15.9% |
| YTD | -7.7% | -27.5% | +19.8% | -8.6% |
| 1Y | -3.6% | -27.0% | +23.4% | -4.5% |
| 3Y | +105.2% | -80.5% | +185.8% | +96.2% |
| 5Y | +112.8% | -84.0% | +196.7% | +100.5% |
| All | +112.8% | -83.8% | +196.6% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling