+6.0%
SO vs GLDM
-8.0%
+14.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.4% | -4.6% | +6.0% | +1.4% |
| 30D | +4.7% | -5.5% | +10.2% | +4.8% |
| 3M | +1.7% | -10.9% | +12.6% | +1.9% |
| 6M | +2.2% | -17.3% | +19.5% | +3.0% |
| YTD | +10.0% | -10.2% | +20.1% | +9.6% |
| 1Y | +6.0% | -6.9% | +13.0% | +4.0% |
| All | +6.0% | -8.0% | +14.0% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling