+11.5%
SPMO vs GLDM
+2.8%
+8.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.9% |
| 7D | -8.9% | -0.3% | -8.6% | -8.8% |
| 30D | -13.8% | -1.9% | -11.9% | -13.3% |
| 3M | -12.5% | -0.4% | -12.1% | -12.6% |
| 6M | -1.5% | -10.1% | +8.6% | +1.0% |
| YTD | +11.3% | -5.8% | +17.2% | +11.5% |
| 1Y | +11.5% | +3.1% | +8.4% | +4.7% |
| All | +11.5% | +2.8% | +8.7% | +4.7% |
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 · 6 months rolling