+222.0%
GLDM vs SPY
+205.5%
+16.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +1.3% |
| 7D | +1.9% | -4.7% | +6.6% | +2.4% |
| 30D | -1.7% | -5.9% | +4.2% | -1.0% |
| 3M | -3.5% | -4.5% | +1.0% | -3.0% |
| 6M | -10.1% | +1.8% | -11.9% | -10.1% |
| YTD | -5.0% | +8.3% | -13.4% | -5.6% |
| 1Y | +2.8% | +9.3% | -6.6% | +2.1% |
| 3Y | +105.1% | +74.9% | +30.3% | +97.0% |
| 5Y | +124.3% | +67.3% | +57.0% | +114.8% |
| All | +222.0% | +205.5% | +16.4% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling