+248.5%
GLDM vs SSNC
+74.2%
+174.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -0.5% | +0.6% | -1.2% | -0.5% |
| 30D | +4.4% | +6.0% | -1.6% | +4.3% |
| 3M | -1.1% | +21.0% | -22.0% | -1.4% |
| 6M | -13.7% | +12.1% | -25.8% | -13.8% |
| YTD | +2.8% | -3.2% | +6.0% | +2.8% |
| 1Y | +24.8% | -4.4% | +29.2% | +25.0% |
| 3Y | +127.8% | +51.6% | +76.2% | +125.3% |
| 5Y | +141.1% | +21.1% | +120.1% | +137.8% |
| All | +248.5% | +74.2% | +174.2% | +239.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling