+283.6%
SPMO vs GLDM
+225.0%
+58.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.0% |
| 7D | -1.9% | +5.0% | -6.9% | -2.9% |
| 30D | -14.1% | -1.3% | -12.8% | -13.9% |
| 3M | -13.1% | -4.7% | -8.4% | -12.4% |
| 6M | -9.4% | -12.4% | +3.0% | -7.5% |
| YTD | +9.5% | -4.1% | +13.6% | +10.0% |
| 1Y | +10.5% | +3.3% | +7.2% | +9.7% |
| 3Y | +124.4% | +110.9% | +13.4% | +95.2% |
| 5Y | +110.5% | +124.8% | -14.3% | +78.6% |
| All | +283.6% | +225.0% | +58.5% | +240.0% |
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