+214.6%
SPYM vs GLDM
+216.5%
-1.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | -0.6% | +2.9% | -3.4% | -0.9% |
| 30D | -3.7% | -3.9% | +0.2% | -3.2% |
| 3M | -2.7% | -8.1% | +5.4% | -1.7% |
| 6M | +2.2% | -14.7% | +16.9% | +4.1% |
| YTD | +10.9% | -6.6% | +17.5% | +11.5% |
| 1Y | +11.3% | -2.1% | +13.4% | +11.3% |
| 3Y | +76.8% | +107.7% | -30.8% | +59.1% |
| 5Y | +73.5% | +116.5% | -43.0% | +53.3% |
| All | +214.6% | +216.5% | -1.8% | +196.9% |
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 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