+59.8%
SO vs GLDM
+143.3%
-83.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | -4.6% | +4.4% | -9.0% | -5.3% |
| 3M | -3.0% | -1.1% | -2.0% | -2.9% |
| 6M | -8.3% | -13.7% | +5.4% | -5.8% |
| YTD | +3.5% | +2.8% | +0.8% | +1.6% |
| 1Y | -0.9% | +24.8% | -25.8% | -7.7% |
| 3Y | +45.4% | +127.8% | -82.5% | +11.6% |
| All | +59.8% | +143.3% | -83.5% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling