+77.0%
SO vs GLDM
+121.8%
-44.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -1.5% | +4.7% | -6.1% | -2.1% |
| 30D | +8.1% | -0.9% | +8.9% | +8.1% |
| 3M | +0.2% | -4.3% | +4.5% | +0.7% |
| 6M | +0.4% | -13.4% | +13.8% | +2.6% |
| YTD | +8.5% | -5.8% | +14.3% | +7.8% |
| 1Y | +4.9% | +2.1% | +2.9% | +2.1% |
| 3Y | +47.9% | +105.0% | -57.1% | +15.2% |
| All | +77.0% | +121.8% | -44.7% | +32.3% |
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