+248.5%
GLDM vs SPYG
+273.9%
-25.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +4.4% | -0.4% | +4.9% | +4.5% |
| 3M | -1.1% | +0.5% | -1.6% | -1.1% |
| 6M | -13.7% | +17.5% | -31.1% | -14.8% |
| YTD | +2.8% | +14.3% | -11.6% | +1.6% |
| 1Y | +24.8% | +21.7% | +3.1% | +22.9% |
| 3Y | +127.8% | +98.6% | +29.2% | +116.7% |
| 5Y | +141.1% | +85.1% | +56.0% | +128.8% |
| All | +248.5% | +273.9% | -25.4% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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