-27.4%
GLDM vs SUNB
+13.3%
-40.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.5% |
| 7D | -5.5% | +7.1% | -12.6% | -6.5% |
| 30D | -7.0% | +5.4% | -12.4% | -7.9% |
| 3M | -12.3% | +1.7% | -14.0% | -12.8% |
| 6M | -17.9% | +14.1% | -32.0% | -20.2% |
| All | -27.4% | +13.3% | -40.7% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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