+396.9%
SE vs GLDM
+221.7%
+175.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.5% | -5.9% |
| 7D | -1.2% | +1.9% | -3.1% | -1.7% |
| 30D | -21.7% | -1.7% | -20.0% | -21.3% |
| 3M | -34.2% | -3.5% | -30.6% | -33.6% |
| 6M | -10.5% | -10.1% | -0.4% | -8.0% |
| YTD | -40.7% | -5.0% | -35.7% | -39.5% |
| 1Y | -52.1% | +2.8% | -54.8% | -52.0% |
| 3Y | +68.9% | +105.1% | -36.3% | +38.8% |
| 5Y | -78.9% | +124.3% | -203.2% | -83.4% |
| All | +396.9% | +221.7% | +175.2% | +355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling