-1.6%
SLB vs GLDM
+219.0%
-220.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.8% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | +2.5% | -1.9% | +4.4% | +2.9% |
| 3M | +2.0% | -0.4% | +2.4% | +1.9% |
| 6M | -6.3% | -10.1% | +3.7% | -4.6% |
| YTD | +36.5% | -5.8% | +42.4% | +37.7% |
| 1Y | +46.2% | +3.1% | +43.1% | +45.2% |
| 3Y | -2.1% | +103.4% | -105.5% | -14.4% |
| 5Y | +73.7% | +125.5% | -51.8% | +49.7% |
| All | -1.6% | +219.0% | -220.5% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling