+15.3%
SHW vs GLDM
+143.3%
-128.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | -9.5% | +4.4% | -13.9% | -10.1% |
| 3M | +11.5% | -1.1% | +12.5% | +11.5% |
| 6M | -3.5% | -13.7% | +10.1% | -2.0% |
| YTD | +3.7% | +2.8% | +1.0% | +3.2% |
| 1Y | -7.9% | +24.8% | -32.7% | -10.7% |
| 3Y | +24.7% | +127.8% | -103.1% | +7.5% |
| All | +15.3% | +143.3% | -128.0% | -7.9% |
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 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