+206.5%
SPY vs GLDM
+219.1%
-12.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -2.7% | +4.7% | -7.4% | -3.3% |
| 30D | -5.4% | -0.9% | -4.5% | -5.3% |
| 3M | -4.1% | -4.3% | +0.2% | -3.6% |
| 6M | +0.7% | -13.4% | +14.1% | +2.3% |
| YTD | +8.7% | -5.8% | +14.5% | +9.1% |
| 1Y | +10.9% | +2.1% | +8.8% | +10.3% |
| 3Y | +75.0% | +105.0% | -30.0% | +57.8% |
| 5Y | +67.8% | +122.5% | -54.7% | +48.0% |
| All | +206.5% | +219.1% | -12.6% | +190.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling