+5.6%
SHW vs GLDM
+2.6%
+3.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.2% |
| 7D | +5.7% | +1.9% | +3.8% | +5.2% |
| 30D | +8.7% | -1.7% | +10.4% | +8.9% |
| 3M | -5.4% | -3.5% | -1.8% | -4.9% |
| 6M | +12.2% | -10.1% | +22.3% | +14.5% |
| YTD | +8.5% | -5.0% | +13.5% | +7.2% |
| All | +5.6% | +2.6% | +3.0% | -1.1% |
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