+115.0%
SPOT vs GLDM
+106.8%
+8.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.4% |
| 7D | -2.6% | -5.5% | +2.9% | -1.9% |
| 30D | +13.5% | -7.0% | +20.5% | +14.5% |
| 3M | +22.2% | -12.3% | +34.5% | +24.3% |
| 6M | +38.3% | -17.9% | +56.2% | +42.2% |
| YTD | +3.1% | -10.3% | +13.3% | +3.3% |
| 1Y | -7.6% | -7.8% | +0.1% | -8.1% |
| 3Y | +250.0% | +99.5% | +150.6% | +165.1% |
| All | +115.0% | +106.8% | +8.2% | +44.9% |
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