+110.2%
SPOT vs GLDM
+121.8%
-11.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +1.6% | +4.7% | -3.0% | +1.0% |
| 30D | +17.6% | -0.9% | +18.4% | +17.6% |
| 3M | +26.9% | -4.3% | +31.2% | +27.4% |
| 6M | +41.8% | -13.4% | +55.2% | +44.7% |
| YTD | +3.8% | -5.8% | +9.7% | +3.4% |
| 1Y | -2.5% | +2.1% | -4.5% | -4.8% |
| 3Y | +260.6% | +105.0% | +155.5% | +174.7% |
| All | +110.2% | +121.8% | -11.6% | +38.8% |
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