+75.7%
SPYM vs GLDM
+112.9%
-37.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -0.9% | -2.0% | +1.0% | -0.6% |
| 30D | -2.4% | -4.4% | +2.1% | -1.8% |
| 3M | -1.1% | -8.8% | +7.7% | +0.1% |
| 6M | +3.3% | -15.9% | +19.2% | +5.5% |
| YTD | +12.4% | -7.7% | +20.0% | +13.1% |
| 1Y | +12.5% | -3.6% | +16.1% | +12.7% |
| 3Y | +79.1% | +105.2% | -26.1% | +56.6% |
| 5Y | +75.7% | +112.8% | -37.1% | +43.8% |
| All | +75.7% | +112.9% | -37.2% | +43.8% |
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