+15.6%
SHW vs GLDM
+125.6%
-110.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.2% | +3.7% |
| 7D | +1.6% | +5.0% | -3.4% | +0.8% |
| 30D | +12.1% | -1.3% | +13.4% | +12.2% |
| 3M | -3.0% | -4.7% | +1.7% | -2.4% |
| 6M | +13.5% | -12.4% | +25.9% | +15.5% |
| YTD | +11.2% | -4.1% | +15.3% | +11.7% |
| 1Y | +6.2% | +3.3% | +2.9% | +5.8% |
| 3Y | +45.6% | +110.9% | -65.3% | +25.8% |
| 5Y | +15.6% | +124.8% | -109.2% | -9.3% |
| All | +15.6% | +125.6% | -110.1% | -9.3% |
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