+468.7%
SPCX vs GLDM
+68.4%
+400.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.4% | +12.1% |
| 7D | -0.3% | +4.7% | -5.0% | -21.4% |
| 30D | -19.9% | -0.9% | -19.0% | -20.8% |
| 3M | +16.8% | -4.3% | +21.1% | +18.8% |
| 6M | +421.0% | +2.0% | +419.0% | +317.2% |
| YTD | +421.0% | +2.0% | +419.0% | +317.2% |
| 1Y | +421.0% | +2.0% | +419.0% | +317.2% |
| All | +468.7% | +68.4% | +400.3% | +347.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling