+222.3%
SPYM vs GLDM
+248.1%
-25.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +0.1% | +4.4% | -4.3% | -0.5% |
| 3M | +2.0% | -1.1% | +3.1% | +2.1% |
| 6M | +13.1% | -13.7% | +26.7% | +14.7% |
| YTD | +13.6% | +2.8% | +10.9% | +12.9% |
| 1Y | +20.1% | +24.8% | -4.8% | +16.4% |
| 3Y | +77.6% | +127.8% | -50.3% | +57.8% |
| 5Y | +82.5% | +141.1% | -58.6% | +59.2% |
| All | +222.3% | +248.1% | -25.8% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling