+77.1%
SRE vs GLDM
+212.7%
-135.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -5.6% | -2.0% | -3.7% | -5.4% |
| 30D | -4.5% | -4.4% | 0.0% | -3.8% |
| 3M | -7.7% | -8.8% | +1.1% | -6.5% |
| 6M | -14.4% | -15.9% | +1.5% | -12.1% |
| YTD | -9.4% | -7.7% | -1.7% | -9.7% |
| 1Y | -13.8% | -3.6% | -10.3% | -15.1% |
| 3Y | +22.2% | +105.2% | -83.1% | -2.8% |
| 5Y | +50.5% | +112.8% | -62.3% | +17.5% |
| All | +77.1% | +212.7% | -135.6% | +29.4% |
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