+56.4%
SAP vs GLDM
+143.3%
-86.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +9.0% | +4.4% | +4.6% | +8.2% |
| 3M | +14.9% | -1.1% | +16.0% | +15.2% |
| 6M | +11.9% | -13.7% | +25.6% | +14.8% |
| YTD | -9.9% | +2.8% | -12.7% | -12.0% |
| 1Y | -19.5% | +24.8% | -44.4% | -26.0% |
| 3Y | +61.8% | +127.8% | -66.0% | +18.3% |
| All | +56.4% | +143.3% | -86.9% | +0.1% |
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