+219.4%
GLDM vs SPY
+206.5%
+12.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +4.7% | -2.7% | +7.4% | +5.0% |
| 30D | -0.9% | -5.4% | +4.5% | -0.3% |
| 3M | -4.3% | -4.1% | -0.2% | -3.9% |
| 6M | -13.4% | +0.7% | -14.1% | -13.4% |
| YTD | -5.8% | +8.7% | -14.5% | -6.4% |
| 1Y | +2.1% | +10.9% | -8.8% | +1.3% |
| 3Y | +105.0% | +75.0% | +30.0% | +96.9% |
| 5Y | +122.5% | +67.8% | +54.7% | +113.0% |
| All | +219.4% | +206.5% | +12.9% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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