+45.6%
SRE vs GLDM
+121.8%
-76.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -9.2% | +4.7% | -13.8% | -9.7% |
| 30D | -1.9% | -0.9% | -1.0% | -1.8% |
| 3M | -6.5% | -4.3% | -2.2% | -6.2% |
| 6M | -15.2% | -13.4% | -1.8% | -13.7% |
| YTD | -9.5% | -5.8% | -3.6% | -10.2% |
| 1Y | -13.2% | +2.1% | -15.3% | -15.6% |
| 3Y | +19.5% | +105.0% | -85.5% | -5.8% |
| All | +45.6% | +121.8% | -76.2% | +11.3% |
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