+82.7%
SAP vs GLDM
+105.8%
-23.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | +4.0% | +1.9% | +2.2% | +3.8% |
| 30D | +15.7% | -1.7% | +17.4% | +15.9% |
| 3M | +23.4% | -3.5% | +26.9% | +23.9% |
| 6M | +41.3% | -10.1% | +51.3% | +42.8% |
| YTD | +2.0% | -5.0% | +7.0% | +1.1% |
| 1Y | -5.1% | +2.8% | -7.9% | -7.3% |
| All | +82.7% | +105.8% | -23.1% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling