-68.1%
SE vs GLDM
+143.3%
-211.4%
-90.5%
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 | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -2.5% | +4.4% | -6.9% | -3.6% |
| 3M | +21.7% | -1.1% | +22.8% | +21.8% |
| 6M | +27.0% | -13.7% | +40.7% | +30.6% |
| YTD | -12.1% | +2.8% | -14.9% | -11.5% |
| 1Y | -40.9% | +24.8% | -65.8% | -42.3% |
| 3Y | +191.0% | +127.8% | +63.2% | +154.0% |
| All | -68.1% | +143.3% | -211.4% | -75.3% |
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