+180.6%
SO vs GLDM
+221.7%
-41.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | +9.2% | -1.7% | +10.9% | +9.5% |
| 3M | +1.1% | -3.5% | +4.6% | +1.6% |
| 6M | -1.1% | -10.1% | +9.0% | +0.7% |
| YTD | +9.7% | -5.0% | +14.7% | +9.1% |
| 1Y | +5.5% | +2.8% | +2.7% | +2.7% |
| 3Y | +47.0% | +105.1% | -58.1% | +16.6% |
| 5Y | +77.6% | +124.3% | -46.7% | +36.2% |
| All | +180.6% | +221.7% | -41.1% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling