+54.2%
SO vs GLDM
+107.8%
-53.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.3% |
| 7D | -0.1% | +2.9% | -3.0% | -0.3% |
| 30D | +8.7% | -3.9% | +12.6% | +9.0% |
| 3M | +3.4% | -8.1% | +11.5% | +4.1% |
| 6M | +3.7% | -14.7% | +18.4% | +5.5% |
| YTD | +10.0% | -6.6% | +16.6% | +9.4% |
| 1Y | +6.6% | -2.1% | +8.6% | +5.0% |
| All | +54.2% | +107.8% | -53.6% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling