+161.5%
SPGI vs GLDM
+219.1%
-57.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +0.3% | +4.7% | -4.4% | -0.2% |
| 30D | +18.4% | -0.9% | +19.2% | +18.4% |
| 3M | +15.7% | -4.3% | +20.0% | +16.1% |
| 6M | +17.3% | -13.4% | +30.7% | +18.9% |
| YTD | -4.7% | -5.8% | +1.1% | -5.3% |
| 1Y | +1.8% | +2.1% | -0.2% | -0.3% |
| 3Y | +31.7% | +105.0% | -73.3% | +10.1% |
| 5Y | +12.1% | +122.5% | -110.4% | -8.9% |
| All | +161.5% | +219.1% | -57.6% | +128.3% |
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