+114.4%
SPMO vs GLDM
+107.1%
+7.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +6.3% | -4.6% | +11.0% | +7.2% |
| 30D | -8.9% | -5.5% | -3.4% | -8.0% |
| 3M | -13.2% | -10.9% | -2.4% | -11.5% |
| 6M | -9.3% | -17.3% | +8.1% | -6.7% |
| YTD | +11.6% | -10.2% | +21.7% | +13.6% |
| 1Y | +13.4% | -6.9% | +20.3% | +15.0% |
| 3Y | +122.9% | +98.7% | +24.2% | +104.3% |
| All | +114.4% | +107.1% | +7.3% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling