+164.9%
SO vs GLDM
+248.1%
-83.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -3.0% | -1.1% | -2.0% | -3.0% |
| 6M | -8.3% | -13.7% | +5.4% | -5.6% |
| YTD | +3.5% | +2.8% | +0.8% | +1.6% |
| 1Y | -0.9% | +24.8% | -25.8% | -7.9% |
| 3Y | +45.4% | +127.8% | -82.5% | +12.8% |
| 5Y | +59.6% | +141.1% | -81.5% | +20.9% |
| All | +164.9% | +248.1% | -83.3% | +86.2% |
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