-64.8%
SPCH vs GLDM
-6.7%
-58.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.8% | +17.6% | +17.3% |
| 7D | -3.0% | +4.7% | -7.7% | -7.1% |
| 30D | -39.8% | -0.9% | -39.0% | -38.9% |
| 3M | +16.8% | -4.3% | +21.1% | +21.6% |
| All | -64.8% | -6.7% | -58.1% | -59.4% |
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 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