+13.7%
SGOV vs GLDM
+106.4%
-92.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | 0.0% |
| 7D | +0.1% | +2.9% | -2.8% | +0.1% |
| 30D | 0.0% | -3.9% | +3.9% | 0.0% |
| 3M | +0.6% | -8.1% | +8.8% | +0.6% |
| 6M | +1.6% | -14.7% | +16.3% | +1.6% |
| YTD | +2.9% | -6.6% | +9.4% | +2.9% |
| 1Y | +3.4% | -2.1% | +5.5% | +3.4% |
| 3Y | +13.7% | +107.7% | -94.0% | +13.6% |
| All | +13.7% | +106.4% | -92.7% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling