+2,504.1%
SNDK vs GLDM
+32.9%
+2,471.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.3% |
| 7D | +16.2% | -5.5% | +21.8% | +20.6% |
| 30D | -36.8% | -7.0% | -29.8% | -33.6% |
| 3M | -30.3% | -12.3% | -18.0% | -24.1% |
| 6M | -35.4% | -17.9% | -17.5% | -27.7% |
| YTD | +294.9% | -10.3% | +305.2% | +309.4% |
| 1Y | +231.1% | -7.8% | +238.9% | +238.3% |
| All | +2,504.1% | +32.9% | +2,471.1% | +2,003.0% |
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