+134.3%
SAP vs GLDM
+225.0%
-90.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.3% |
| 7D | +1.6% | +5.0% | -3.3% | +0.6% |
| 30D | +10.5% | -1.3% | +11.8% | +10.8% |
| 3M | +15.2% | -4.7% | +19.9% | +16.2% |
| 6M | +36.7% | -12.4% | +49.1% | +40.4% |
| YTD | -0.6% | -4.1% | +3.5% | -1.5% |
| 1Y | -4.1% | +3.3% | -7.5% | -7.1% |
| 3Y | +73.2% | +110.9% | -37.7% | +30.7% |
| 5Y | +74.1% | +124.8% | -50.7% | +25.9% |
| All | +134.3% | +225.0% | -90.8% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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