+204.7%
GLDM vs SSNC
+65.6%
+139.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | +2.3% | -6.9% | -4.6% |
| 30D | -5.5% | -3.1% | -2.4% | -5.4% |
| 3M | -10.9% | -2.7% | -8.1% | -10.8% |
| 6M | -17.3% | +23.7% | -41.0% | -17.7% |
| YTD | -10.2% | -8.0% | -2.1% | -10.0% |
| 1Y | -6.9% | -4.7% | -2.2% | -6.9% |
| 3Y | +98.7% | +58.0% | +40.7% | +96.2% |
| 5Y | +106.7% | +8.0% | +98.8% | +104.1% |
| All | +204.7% | +65.6% | +139.1% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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