+186.7%
SHW vs GLDM
+212.7%
-26.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -2.1% | -2.0% | -0.2% | -1.8% |
| 30D | +11.1% | -4.4% | +15.5% | +11.9% |
| 3M | -2.2% | -8.8% | +6.7% | -0.8% |
| 6M | +14.3% | -15.9% | +30.2% | +17.3% |
| YTD | +10.6% | -7.7% | +18.3% | +11.6% |
| 1Y | +4.1% | -3.6% | +7.7% | +4.4% |
| 3Y | +42.9% | +105.2% | -62.4% | +24.2% |
| 5Y | +14.2% | +112.8% | -98.6% | -2.9% |
| All | +186.7% | +212.7% | -26.1% | +149.5% |
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