+177.6%
SO vs GLDM
+219.1%
-41.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -1.5% | +4.7% | -6.1% | -2.3% |
| 30D | +8.1% | -0.9% | +8.9% | +8.2% |
| 3M | +0.2% | -4.3% | +4.5% | +0.8% |
| 6M | +0.4% | -13.4% | +13.8% | +3.0% |
| YTD | +8.5% | -5.8% | +14.3% | +8.1% |
| 1Y | +4.9% | +2.1% | +2.9% | +2.3% |
| 3Y | +47.9% | +105.0% | -57.1% | +17.2% |
| 5Y | +75.7% | +122.5% | -46.8% | +34.9% |
| All | +177.6% | +219.1% | -41.5% | +98.1% |
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 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