+161.9%
SPMO vs GLDM
+128.8%
+33.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | -0.4% | +4.4% | -4.8% | -1.2% |
| 3M | -1.9% | -1.1% | -0.8% | -2.0% |
| 6M | +25.0% | -13.7% | +38.7% | +26.3% |
| YTD | +26.0% | +2.8% | +23.3% | +25.7% |
| 1Y | +28.7% | +24.8% | +3.8% | +26.6% |
| All | +161.9% | +128.8% | +33.1% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling