+124.3%
GLDM vs SUI
-25.7%
+150.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | +1.9% | +8.8% | -6.9% | +1.2% |
| 30D | -1.7% | +8.9% | -10.6% | -2.4% |
| 3M | -3.5% | +2.0% | -5.6% | -3.7% |
| 6M | -10.1% | -0.6% | -9.4% | -10.1% |
| YTD | -5.0% | +1.3% | -6.4% | -5.3% |
| 1Y | +2.8% | +1.3% | +1.5% | +2.5% |
| 3Y | +105.1% | +16.3% | +88.8% | +100.7% |
| 5Y | +124.3% | -25.1% | +149.3% | +123.9% |
| All | +124.3% | -25.7% | +150.0% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling