+397.6%
SE vs GLDM
+219.1%
+178.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.0% | +4.7% | -2.7% | +0.7% |
| 30D | -20.0% | -0.9% | -19.1% | -19.8% |
| 3M | -31.8% | -4.3% | -27.5% | -31.0% |
| 6M | -15.9% | -13.4% | -2.5% | -12.7% |
| YTD | -40.6% | -5.8% | -34.8% | -39.3% |
| 1Y | -50.7% | +2.1% | -52.7% | -50.6% |
| 3Y | +70.3% | +105.0% | -34.7% | +40.1% |
| 5Y | -78.8% | +122.5% | -201.3% | -83.4% |
| All | +397.6% | +219.1% | +178.5% | +357.5% |
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 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