+24.4%
SRE vs GLDM
+111.5%
-87.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -8.4% | +5.0% | -13.3% | -8.6% |
| 30D | -3.2% | -1.3% | -1.9% | -3.0% |
| 3M | -5.3% | -4.7% | -0.6% | -5.1% |
| 6M | -12.6% | -12.4% | -0.2% | -11.6% |
| YTD | -8.8% | -4.1% | -4.7% | -9.7% |
| 1Y | -13.4% | +3.3% | -16.8% | -15.6% |
| 3Y | +24.4% | +110.9% | -86.6% | -5.6% |
| All | +24.4% | +111.5% | -87.2% | -5.6% |
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