+297.0%
SPMO vs GLDM
+204.0%
+93.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | +9.8% | -5.5% | +15.3% | +11.0% |
| 30D | -9.2% | -7.0% | -2.2% | -7.9% |
| 3M | -11.0% | -12.3% | +1.3% | -8.8% |
| 6M | -6.6% | -17.9% | +11.3% | -3.5% |
| YTD | +13.3% | -10.3% | +23.6% | +15.3% |
| 1Y | +12.7% | -7.8% | +20.4% | +14.1% |
| 3Y | +127.5% | +99.5% | +28.0% | +100.0% |
| 5Y | +117.4% | +106.5% | +10.9% | +87.5% |
| All | +297.0% | +204.0% | +93.0% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling