+12.7%
SPMO vs GLDM
-3.6%
+16.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.0% |
| 7D | +1.8% | -2.0% | +3.8% | +2.3% |
| 30D | -10.0% | -4.4% | -5.6% | -8.8% |
| 3M | -9.4% | -8.8% | -0.5% | -7.0% |
| 6M | -7.7% | -15.9% | +8.2% | -4.1% |
| YTD | +13.3% | -7.7% | +21.0% | +15.3% |
| 1Y | +12.7% | -3.6% | +16.3% | +11.5% |
| All | +12.7% | -3.6% | +16.3% | +11.5% |
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