-60.5%
SPCH vs GLDM
-4.9%
-55.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.1% | +10.6% |
| 7D | +6.2% | +5.0% | +1.2% | +2.0% |
| 30D | -28.1% | -1.3% | -26.8% | -26.9% |
| 3M | -0.5% | -4.7% | +4.2% | +2.9% |
| All | -60.5% | -4.9% | -55.6% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling