+282.8%
SPMO vs GLDM
+216.5%
+66.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.3% |
| 7D | -2.6% | +2.9% | -5.5% | -3.2% |
| 30D | -14.2% | -3.9% | -10.3% | -13.6% |
| 3M | -12.7% | -8.1% | -4.5% | -11.3% |
| 6M | -9.6% | -14.7% | +5.1% | -7.2% |
| YTD | +9.3% | -6.6% | +15.9% | +10.3% |
| 1Y | +8.2% | -2.1% | +10.3% | +8.5% |
| 3Y | +119.4% | +107.7% | +11.7% | +91.4% |
| 5Y | +112.5% | +116.5% | -4.0% | +81.6% |
| All | +282.8% | +216.5% | +66.4% | +241.1% |
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