+164.1%
SPGI vs GLDM
+221.7%
-57.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.0% |
| 7D | +2.6% | +1.9% | +0.7% | +2.3% |
| 30D | +19.3% | -1.7% | +20.9% | +19.4% |
| 3M | +15.5% | -3.5% | +19.0% | +15.8% |
| 6M | +18.3% | -10.1% | +28.4% | +19.5% |
| YTD | -3.8% | -5.0% | +1.3% | -4.5% |
| 1Y | +1.3% | +2.8% | -1.4% | -0.8% |
| 3Y | +33.6% | +105.1% | -71.5% | +11.8% |
| 5Y | +13.2% | +124.3% | -111.1% | -8.1% |
| All | +164.1% | +221.7% | -57.6% | +130.3% |
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 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