+19.7%
GLDM vs SPXU
-38.3%
+58.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.3% |
| 7D | +0.7% | -1.5% | +2.2% | +0.4% |
| 30D | +0.3% | +3.7% | -3.4% | +1.3% |
| 3M | +0.7% | -9.6% | +10.3% | -1.1% |
| 6M | -15.4% | -32.4% | +16.9% | -20.8% |
| YTD | +1.0% | -28.7% | +29.7% | -4.9% |
| 1Y | +19.7% | -38.2% | +58.0% | +9.4% |
| All | +19.7% | -38.3% | +58.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPXU 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling