-6.4%
SAP vs GLDM
+1.8%
-8.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.1% |
| 7D | -0.7% | +4.7% | -5.3% | -0.9% |
| 30D | +11.1% | -0.9% | +12.0% | +11.1% |
| 3M | +17.0% | -4.3% | +21.3% | +17.4% |
| 6M | +34.8% | -13.4% | +48.2% | +35.3% |
| YTD | -2.2% | -5.8% | +3.6% | -4.4% |
| 1Y | -6.4% | +2.1% | -8.5% | -13.3% |
| All | -6.4% | +1.8% | -8.2% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling