+19.5%
SRE vs GLDM
+104.2%
-84.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -9.2% | +4.7% | -13.8% | -9.4% |
| 30D | -1.9% | -0.9% | -1.0% | -1.8% |
| 3M | -6.5% | -4.3% | -2.2% | -6.4% |
| 6M | -15.2% | -13.4% | -1.8% | -14.2% |
| YTD | -9.5% | -5.8% | -3.6% | -10.3% |
| 1Y | -13.2% | +2.1% | -15.3% | -15.4% |
| 3Y | +19.5% | +105.0% | -85.5% | -9.1% |
| All | +19.5% | +104.2% | -84.7% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling