+70.8%
SAP vs GLDM
+121.8%
-51.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -0.7% | +4.7% | -5.3% | -1.4% |
| 30D | +11.1% | -0.9% | +12.0% | +11.2% |
| 3M | +17.0% | -4.3% | +21.3% | +17.9% |
| 6M | +34.8% | -13.4% | +48.2% | +38.1% |
| YTD | -2.2% | -5.8% | +3.6% | -3.1% |
| 1Y | -6.4% | +2.1% | -8.5% | -9.3% |
| 3Y | +75.1% | +105.0% | -29.9% | +30.7% |
| All | +70.8% | +121.8% | -51.0% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling