+267.4%
SPMO vs GLDM
+219.1%
+48.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -8.7% | +4.7% | -13.4% | -9.6% |
| 30D | -18.7% | -0.9% | -17.8% | -18.6% |
| 3M | -16.4% | -4.3% | -12.1% | -15.8% |
| 6M | -11.9% | -13.4% | +1.5% | -9.8% |
| YTD | +4.9% | -5.8% | +10.7% | +5.7% |
| 1Y | +6.2% | +2.1% | +4.1% | +5.7% |
| 3Y | +115.1% | +105.0% | +10.1% | +88.1% |
| 5Y | +102.2% | +122.5% | -20.3% | +71.9% |
| All | +267.4% | +219.1% | +48.3% | +226.8% |
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