-50.7%
SE vs GLDM
+1.8%
-52.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +2.0% | +4.7% | -2.7% | 0.0% |
| 30D | -20.0% | -0.9% | -19.1% | -19.7% |
| 3M | -31.8% | -4.3% | -27.5% | -30.8% |
| 6M | -15.9% | -13.4% | -2.5% | -11.2% |
| YTD | -40.6% | -5.8% | -34.8% | -38.5% |
| 1Y | -50.7% | +2.1% | -52.7% | -53.2% |
| All | -50.7% | +1.8% | -52.5% | -53.2% |
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 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